Basically the title. I don't understand what the editors are asking from us? Are they asking us to make a list out of the first page of these references, e.g. by copying and pasting them into a file and then submit it??
I believe they mean that the complete citation in the back of the paper should include the page number of the reference in the journal/book where it was published.
For instance, in APA style:
Einstein, A. (1918). Prinzipielles zur allgemeinen Relativitätstheorie. Annalen der Physik, 360(4), 241-244.
Here 241-244 are the page numbers of the journal where the paper was published, and 241 is the first page.