Seriously though, We may well be the first and it seems that exo planets around are near neighbours aren't exactly friendly so I feel it safe to assume that we are the first sentient species in this corner of the Galaxy.
The exoplanets
we've discovered. We can't even detect Earth mass planets yet (other than via the transit method with Kepler, and that is pretty limiting since only a small fraction of exoplanets transit their parents stars). And we might have some potential homes for alien life- Gliese 581 d is an example of a potential "ocean planet", although probably only simple organisms could survive there. And we've discovered several gas giants in the habitable zones, which, if they had massive enough moons, could harbour life.
Another minor detail, is that it's usually referred to as a "sapient" life, denoting knowledge and intelligence (Homo
Sapiens etc). Sentience is the ability to feel and percieve, which organisms far simpler than humans posess.
I think it's safe to say that there aren't any advanced civilisations in our near neighborhood, but it's quite possible that there could be sapient species quite near us. There could even be a planet 100 light years away that harbours a civilisation not unlike our own, and we wouldn't be able to detect it. But it could be quite likely that certain factors stunt technological growth, such as geography, or even that particular organism's biology or anatomy.
And we did have very favorable conditions for life as we know it, from our current knowledge.
Not always... we also had things like the icehouse Earth periods.