In order to have a header only on the first page of the document, that first page must also be its own section. Start with View menu : Show Page Thumbnails. Now, Insert menu : Section (not section break). This blank section will now appear as an empty thumbnail at the end of the document's thumbnail gallery.
Click, drag, and drop the new section icon to the very beginning of the thumbnails. Enter your heading. Now, you want the content on the original first page to appear in this new section. Select all of the original first page, and press command+x to delete it (its on the clipboard) from the document. The original page 2 text flows upwards to take the removed text's place. Then click on the first line of the new, blank section, and press command+v to paste the original first page there. You have now restricted your heading to the first visual page of your document.
On the second section, there will be no need to click Document on the toolbar, and deselect Match previous section in the Section panel as it is already unchecked from the above procedure.