Nowadays with many technical problems solved by third-party modules we include in our projects, the code we write ourselves is often so simple that unit tests don’t make any sense any more. Of course, we’ll still need automatic system tests (end-to-end tests) and those tests won’t always be green, but when we drill down to find the problem it is most likely that the problem is not in our code, but in our understanding of one of the modules we’re importing!
So how does that pair with “test first”? It simply means that before writing any code depending on third-party modules you explore the third-party APIs by writing unit tests for them which validate your understanding of just those features that you are going to need. And yes, you “test features, not methods”. (The web doesn’t yet know what that means, so you need to find a book such as GOOS to learn about that.)