Use the following:
(//dl)[1]
The parentheses are significant. You want the first node that results from //dl (not the set of dl elements that are the first child of their parent (which is what //dl[1] (no parens) returns)).
This is easier to see when one realizes that // is shorthand for (i.e. expands fully to) /descendant-or-self::node()/ so that //dl[1] is equivalent to:
/descendant-or-self::node()/dl[1]
…which is more obviously not what you want. Instead, you’re looking for:
(/descendant-or-self::node()/dl)[1]