I heard that there are some special salat and dua on first day/ night of marriage to be performed by husband and wife. Please provide me the same if there are any salat or Duas as such.

Yes, you may see of the recommended acts here:

https://www.al-islam.org/marriage-parenthood-heavenly-path/chapter-1-wedding-night

https://www.al-islam.org/religion-al-islam-and-marriage/wedding-night-and-its-etiquette