For example, the sentence "Firstly, I would like to thank my parents for their support" could be rewritten as "First of all, I would like to thank my parents for their support" without losing any of its meaning. In this case, firstly is not essential and could be omitted.
However, there are some cases where firstly is the best choice. For example, if you are writing a formal report or giving a presentation, you may want to use firstly to make your writing or speech sound more formal.
Ultimately, the decision of whether or not to use firstly is up to you. If you are unsure whether or not it is appropriate, you can always consult a grammar guide or dictionary.