That is quite simple, just load the laminate to failure then go to the object loads tab. Right click on the desired object and select "Analyze Object Material". This will launch the laminate form. Once this form is launched select "Analyze" from the horizontal toolbar at the top. This will launch the Laminate Analysis Form.
Once in the Laminate Analysis Form you may view the ply-by-ply Margin of Safety, temperature, material type and controlling failure analysis. On the Failure Analysis tab, the ply with the minimum margin of safety will be checked, this will be your first ply failure.