1. First crossing of the hot side, passing through the point where "sun" is directly overhead. (Having the sun directly overhead would probably seem very profound and unusual to them.)
2. First crossing of the cold side, passing through the opposite point.
Both would have unique challenges. Crossing the hot side would require an amazing ability to keep cool. You can keep warm by burning stuff and using lots of insulation, but how do you do the opposite?
Crossing the cold side would have temperature challenges and also very difficult navigation because of the continuous darkness. Maybe there would be moon(s) and stars for some light, though.
In both cases, I wouldn't be surprised if the first crossing had to wait until the invention of the airplane. You definitely aren't doing it by sea the first time like we did here on Earth.