As requested by @jeff
You can achieve by simply using this line
<li *ngFor="let tab of tabs; let index = index" [class.active]="index == 0" ...>
Glad it helped 🙂
Update
With beta 15 the first local variable was added, so the original solution can be rewritten as
<li *ngFor="let tab of tabs; let isFirst = first" [class.active]="isFirst" ...>
See Angular 2 – ngFor – local variable “first” does not work