I'm amazed they had the cheek to ask in the first place.
我很吃惊，他们最初竟有脸问。
I still don't understand why you chose that name in the first place.
我仍不明白，你究竟为什么取了这么个名字。
The biggest question is how they got into this mess in the first place.
关键问题是他们究竟是怎么惹出这样的麻烦的。