Twilight Zone
And we have a winner! Your turn.
Explanations as follows:
Clue 1: This song is a first (although this status could be contested).
Twilight Zone was Adrian Smith's first single with Iron Maiden. But as a double A-side, one could argue that Wratchild shared this honour.
Clue 2: The song has a link to an album by another band. The link is a person with the same first name as a person who inspired an Iron Maiden song released in 1986.
Rush dedicated their 1975 album Caress of Steel to Rod Serling, creator of the Twilight Zone TV series. Rod Smallwood inspired the Wasted Years B-side The Sheriff of Huddersfield in 1986.
Clue 3: The band who released the album in clue 2 have time and again received criticism for several reasons - among them emulating certain aspects of another band's style. Iron Maiden have covered this other band (but not the band in clue 2, as far as I know).
In their early days, Rush were often written off as Led Zeppelin clones, and Geddy Lee's Robert Plant-like wail was much ridiculed. Maiden covered Zeppelin's Commuication Breakdown as a B-side. Always a love-them-or-hate-them band, Rush have also been criticised for their allegedly right-wing lyrics.
Clue 4: The song's lyrics has a line that points directly to another Maiden song. This other song shares its name with a comic book character, a film, a book, an opera, a play, and also other bands, one of which has gained huge popularity under another name.
The line is "I can't get used to purgatory, you know it really makes me cry". Purgatory is obviously the Maiden song, which shares its name with a villain in the DC Comics universe, a 1999 Western film starring Sam Shepard, a W.B Yeats play, which in turn inspired an opera, and the mid-1980s band Purgatory, who later changed their name to Iced Earth.