The following first-borns need to fast all day on Erev Pesach: (1) first born of his mother; (2) first born of his father; (3) first born after miscarriages; (4) first born Cohanim and Leviim. (ShA1 — MB2)
The following first-borns do NOT fast on Erev Pesach: ladies, oldest in the house, born after a baby who died within 30 days of birth, one with a headache or eye ache, one who might have difficulty eating the mitzva foods at the Seder. (Rama1 — MB2)
A father fasts on behalf of his first born son until his bar-mitzva. If the first born boy is not yet 30 days old on Erev Pesach, the father does not need to fast for him. (Rama2 — MB10)
Many places customarily hold a seuda for a siyum. Any bechorim who gather around to listen to how the tractate ends can join in and eat at the seuda afterwards. (MB10)