\documentclass{article}
\makeatletter
\newcommand{\myfirsttest}[1]{\def\@myfirsttest{#1}}
\newcommand{\test}{\ifx\@myfirsttest\undefined\else\@myfirsttest\fi}
\makeatother

\begin{document}
  \test

\myfirsttest{Ok}
\test
\end{document}