What time is the first train start from Pudong airport for Hongqiao airport?

You mean the subway line 2 connecting the two airports? if yes, the first train leaves at 06:00 from Pudong.

Or you can take the direct airport shuttle bus line 1.The earliest schedule is at 07:00. The interval is 15 to 25 minutes. It takes around an hour on the way with the ticket fare of CNY 30 per person.