Final answer:
The first step for a phlebotomist during a finger stick procedure is confirming the patient's identity to ensure the safety and accuracy of the blood draw.
Step-by-step explanation:
The first procedural step that a phlebotomist should do during a finger stick is D) Confirm Identity of the patient. This is to ensure the safety and correctness of the procedure, avoiding any possibility of mixing up samples or performing the procedure on the wrong individual. Once the patient's identity is confirmed, the other steps can follow, with the site cleansing (A), selecting the appropriate part of the finger (B), and positioning the lancet correctly (C).