There is no shortcut key that applies a first-line indent to a paragraph
(Ctrl+M applies an indent and Ctrl+T a hanging indent). There are Indent,
UnIndent, HangingIndent, and UnHang commands that correspond to the Ctrl+M,
Ctrl+Shift+M, Ctrl+T, and Ctrl+Shift+T shortcuts but no FirstIndent command,
so you can't even define a custom keyboard shortcut. The best approach,
therefore, is to define a style with a first-line indent and assign a
keyboard shortcut to that. You might actually want to start with the
built-in Body Text First Indent style.