“You can’t steal first base” is an old baseball saying, meaning that team speed is fine to have, but good hitting is also needed. The saying has been used since at least 1910, when a baseball fan suggested that a rule change should be made to allow a player to steal first base.
 
   
Wikipedia: Stolen base
Stealing first
While it is not recorded as a “steal”, in a practical sense a batter can be said to “steal first base” by successfully running to first base (without being tagged or thrown out) in rare circumstances following an uncaught third strike; the rarely-seen play avoids an “out” and gains a baserunner. Statistically, it is recorded as a strikeout plus a passed ball or wild pitch, and a “stolen base” statistic does not accrue and neither is an out recorded for the strikeout.
 
In baseball’s earlier decades, a runner on second base could “steal” first base, perhaps with the intention of drawing a throw which might allow a runner on third to score (a tactic famously employed by Germany Schaefer). However, such a tactic was not recorded as a stolen base, and modern rules forbid going backwards on the basepaths in order to “confuse the defense or make a travesty of the game”.
 
The expression “You can’t steal first base” is sometimes used in reference to a player who is fast but not very good at getting on base in the first place. Former Pittsburgh Pirate manager Lloyd McClendon is jokingly referred to as having “stolen first” in a June 26, 2001 game - after disputing a call at first base, he yanked the base out of the ground and left the field with it, delaying the game.
     
19 December 1910, Seattle (WA) Daily Times, “Washington bug would let ‘em steal first for change,” sports, pg. 3, col. 4:
It’s an old baseball saying—“that they never get fast enough to steal first base.”—But they would, if this man’s ideas were adopted, for, after the pitcher starts to deliver his first pitch to any batsman the latter would be privileged to tear for first base.
 
6 October 1912, Miami (FL) Herald, “Up to Tesreau to stop Red Sox if Giants are to win World Series” by Joseph B. TInker, Acting Manager Chicago Cubs, pg. 16, col. 2:
But there is a saying in base ball that you can’t steal first base, before you can run those bases you have to reach first. Andthe only way you can do that to any extent is by hitting the ball.
   
23 April 1915, Denver (CO) Post, “Jim Corbett had man in line for honors Willard captured” by Otto Floto, pg. 16, col. 2:
In reviewing the game so far played by the White Sox we are ready to say that Manager Rowland has speed to burn on his team, a wonderful catcher, a marvelous second baseman and a grand fielding shortstop—but remember you can’t steal first base, according to the rules—and that’s the 1915 weakness of the snow-hosed hired men on Comiskey’s list.
 
19 March 1916, Washington (DC) Post, “Has better club than a year ago,” pg. 55 (?), col. 8:
The hitting is what is needed and Griffith intends to get it if possible. A ball player cannot steal first base; he must first get on in order to score.
   
7 April 1922, Muskegon (MI) Chronicle, “Looking ‘Em Over,” pg. 18, col. 2:
Manager Cobb of the Tygers is teaching the gang to steal bases this year, which reminds us of the old saying about “Y’can’t steal first base.”
 
17 October 1925, Kokomo (IN) Tribune, “Billy Evans Says,” pg. 15, col. 3:
You must get on the bases to take advantage of speed and the Pirates haven’t been doing it with much frequency. It’s an old and true saying that you can’t steal first base.
 
Google News Archive
22 April 1930, Milwaukee (WI) Sentinel, “Between You and Me” by Ronald McIntyre, pg. 14, col. 1:
“Vell, you can’t steal first base.”
(Barney Dreyfuss, owner of the Pitsburgh Pirates—ed.)
 
Google News Archive
29 August 1934, Rochester (NY) Evening Journal and the Post Express, “Leo Gallagher Leads League with Stick,” pg. 19, col. 3:
A fast and smart fielding team looks good, but as Ty Cobb says, “You can’t steal first base.”
 
OCLC WorldCat record
You can’t steal first base.
Author: Jimmie Dykes; Charles O Dexter
Publisher: Philadelphia, Lippincott [1967]
Edition/Format:  Book : English : [1st ed.] 
 
OCLC WorldCat record
You can’t steal first base.
Author: Charles Granville Hamilton
Publisher: New York, Philosophical Library [©1971]
Edition/Format:  Book : English