The JWs are not far from what Baha'is believe about God, Jesus, and the Holy Spirit.
I am not sure what you mean by "the first creation." It is a Baha'i belief that the soul of Jesus (and all the other Manifestations of God) were pre-existent in the spiritual world, not that they were created.
The Baha’i Faith believes in a Trinity, and the detailed explanation is in this chapter:
27: THE TRINITY
Briefly, we believe that there are three separate entities involved: (1) God, (2) the Manifestation of God, and (3) the Holy Spirit, and they work together but they are not all part of God. (The Manifestation of God is also referred to as a Messenger or a Prophet.)
The Holy Spirit is the Bounty of God. Jesus was a Manifestation of God to whom God sent the Holy Spirit and then Jesus brought the Holy Spirit to Earth. By bringing the Holy Spirit to Earth, Jesus shed the splendor of His glory upon all created things.
God is exalted above anything that can ever be recounted or perceived so never descends to Earth to become a man. Rather, God sends the souls of Manifestations of God such as Jesus from the spiritual world (heaven) and then their souls unite with their bodies at the moment of conception and they are born into a human body. Later, after these men reach a certain age, God sends the Holy Spirit to them as happened to Jesus with the dove. Moses received the Holy Spirit at the Burning Bush, Muhammad received the Holy Spirit from the Angel Gabriel, and Baha’u’llah received the Holy Spirit in the form of a Maiden. When these Manifestations of God receive et the Holy Spirit that is when they start talking about God to their disciples, or in the case of Baha’u’llah, writings things down. Then what they say or write is compiled into religious scriptures that humans can benefit from.