The First Law of Thermodynamics, like all conservation laws, is expressed mathematically by an identity relationship. As such, it is incapable of predicting the direction in which a natural process will occur. For example, on the basis of energy conservation alone it is not possible to decide whether heat flows from a hot body to a colder one, or the other way around. We know that heat flows down a temperature gradient, but this does not follow from the First Law. Similarly, energy conservation cannot predict that ice will melt at 20°C, or that water will freeze at -20°C, and it cannot predict that a gas will expand to fill all of the volume available to it.
Another law of nature is required to predict the direction of spontaneous changes. By “spontaneous” we mean a process that occurs in nature in the direction towards equilibrium and without outside intervention. For example, heat flow down a temperature gradient is a spontaneous process. It is possible to transfer heat from a cold body to a hotter one, but this requires “outside intervention” in the form of a heat pump, which uses mechanical energy to accomplish a process that is not “naturally spontaneous”. As soon as the expenditure of mechanical energy ceases the spontaneous process takes over and the cold body heats up at the expense of the hotter one.