No one from my country or my school has ever applied to Yale. I live in a very small, wealthy nation and all other students apply to Harvard or Columbia - but no one has ever even applied to Yale. Therefore, I would be the first student ever to apply - would this give me an advantage as I would bring new diversity to campus?
Doubtful. While colleges like Yale value diversity, it is unlikely that they will admit a student solely to add another flag onto the world map on their wall. From a marketing perspective, there is no difference in saying that they have students from 86 vs. 87 countries.
Okay, I’ll bite: how small a country is it that you know that nobody has ever applied to Yale. Your school I can understand, and that nobody has matriculated, or even been accepted, to Yale from your country, okay, but is there a national registry of applications?
Thanks.
How do you know no one has ever applied since yale’s inception a few hundred years ago lol
If you are wealthy, the diversity you represent will be of utmost importance. 
I think it might help you a little bit, because it’s kind of interesting, although it would probably be better to be the first person from Rwanda as opposed to Monaco.
The development office might be interested in the first person from Monaco.