Can you defy First Mate?

No, you cannot use Defy to counter First Mate.

Defy is a Reaction spell that can only target spells on the chain. First Mate is a Unit card. When you play a unit, it enters the battlefield directly and does not use the chain (as noted in the FAQ regarding "When you play me" abilities). Because the unit itself is not a spell on the chain, it is not a legal target for Defy.

While the "When you play me" ability of the First Mate does go onto the chain and can be reacted to, Defy specifically counters spells, not triggered abilities. There is currently no card in the game that can counter an ability.