When you blow air into a balloon for the first time, you are essentially stretching the rubber material of the balloon to expand and fill it with air. The resistance of the rubber material against the air pressure from your lungs requires you to use more force to push the air into the balloon. This force requires energy, which comes from the muscles used in breathing and blowing. Additionally, the air you are blowing into the balloon is compressing and increasing in pressure as it fills the balloon. This compression also requires energy, which adds to the amount of energy needed to inflate the balloon for the first time.