Nice set, congrats - for a first time, that's really strong and together.
If you don't mind some feedback from a former comic, here are the things I would offer up to you as advice, or to consider...
I think you would start off a little more strongly if you went straight for the "Chris O'Donnel with an eating disorder" bit (and I didn't focus enough to memorize the bits, so sorry if I get anything wrong). When you hit the stage, if you give them a way to i.d. you immediately, showcasing the self-deprecating style you're using and with a piece that strong, you'll have them, faster. Your "Big & Tall" bit works, but I think re-arranging the pieces would be stronger.
You will occasionally contradict the premise you just laid down - for example, I think all your initial stuff is "how it's great to be a good-looking fat guy". Then, around 2 and a half minutes in, you say, "it's not great being a fat guy, 'cause the only place you get hit on is the drive through". I think you could easily re-word that bit a little and make it another positive for being a good-looking fat guy, and it wouldn't be one bit that suddenly denies the previous 2 1/2 minutes. Make sense?
Anything you tell people on stage is real. So, when you mention being hit on and looking at girls at the gym and then mention your wife, you'll upset some of the female audience members. Just a heads up.
Some of the transitions are a little wordy. You can just pause and go into another bit, especially when your whole act has sort of a theme to it, as you do. In the transitions, you throw out a few fucks and shits for comedic effect. Lose that habit, quickly. If you want to continue comedy and eventually get on TV doing a set (a reasonable goal for comics), you won't be able to swear. It's a dangerous crutch to get into the habit of using, because if you start to write bits or segues that only work with a swear word thrown in as an adjective or punchline, you'll have a hard time making the TV transition, when the time comes.
I think you went with a bit of an esoteric joke as a closer. I see what you were going for, and where it called back to the previous bits, but I think you could watch this set and pick a stronger closing bit.
Those are all meant as friendly observations and suggestions, and when it comes down to it, it's your act. You did a really good job with what you prepared your first time out. That's no small feat, so, way to go, and welcome to comedy.
gelder