The first response by the immune system consists of the activity of innate immune response.
The first set of responses consist of the innate immune response because the innate system used the recognition molecules that have large number of cells. This system act quickly after an invading pathogen or toxin enter in your body which leads to the initial host response. The innate immune system triggers an acute inflammatory response to control the infection.
So we can conclude that the first response by the immune system consists of the activity of innate immune response.
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