there is a PlayerConnect event trigggered whenever a player connects to a server. You can then use Player.getLastTimeOnline to determine if the player is on for the first time ir not.
As far as the Steam API functionality,I would assume its a matter of dropping some steam class files into the plugin jar and save a steam password into a config file. but if steam connectivity requires installing files onto the server like with steamCMD then you are probably out of luck unless you actually own your own server and have root access.