Hi,
I think In your case
First Call time = first connection time to web service+ initilization of EF + generating SQL Query + SQL server prepair statics for your query + Execution time of query :)
yes you can write warm up process (it is nothing but simple method which call your web service method) which is run at application start event of Global.asax.....
so whenever your iis is reset application start event of Global.asax call first and it will make initialization process....
hope this will help you.
First time execution include time to generate native code for EF base dll and generate equvallent SQL.
When you execute Linq to entity query first time Entity framework base dll is generate the native code and you can improve the start up performace by using NGen.exe
Please refer my article:http://www.c-sharpcorner.com/UploadFile/ff2f08/entity-framework-6-0-ngen-exe-and-startup-performance/
By the way which Entity Framework version you are working with?