I authored a research paper with a group for an internship last summer, which can be retrieved online. Is it worth providing a link to the paper on my resume, or is this unnecessary and a bit superficial? I also listed it as my only publication in a section for "First author publications." Is this necessary to do if this is my only publication?
I think it is a good idea to include a link in the version of your CV that is likely to get read electronically, such as from your website or from an email.
However, you could put a small icon or short text to click the link, instead of showing the complete URL. This saves space, looks neater, and anyone who does not view your CV on a computer would likely search for the publication directly instead of typing in an URL, so that is unlikely to be of much use.
An alternative option is to mention a single source where all the papers can be found (such as Google Scholar, or your website) at the top of the section, optionally with a link, instead of providing links for individual publications.
For the second part of your question, just naming the section "Publications" should be sufficient, since the author list would be shown anyway, and you are not filtering your publications to a small strict subset where you are the first author.