Possible meanings are 1) "have never had immoral sexual relations with a woman" or 2) "have never had sexual relations with a woman." Defiling oneself with women may be a symbol of worshiping idols.
Doing what the Lamb does is spoken of as following him. Alternate translation: "they do whatever the Lamb does" or "they obey the Lamb" (See: [[rc://en/ta/man/translate/figs-metaphor]])
"Firstfruits" here is a metaphor for the first offering to be made to God in celebration of harvest. Alternate translation: "purchased out of the midst of the rest of mankind as a special celebration of salvation" (See: [[rc://en/ta/man/translate/figs-metaphor]])