^^^ That's what I'd do. Lie. He has no right to dictate what you do with any time he is not paying for. He knows he's coming to see a provider, but he wants to get upset that she might have seen other guys? That makes exactly zero sense. I do get this request occasionally. Yes, gents, this question is annoying and labels you a moron and a PITA. And yes, we will lie to you about it if we've already seen someone else that day. And you'll never know. Because it is none of your business.
And to those saying that it is the same as asking for an early appointment... no it isn't. There's a big difference between "I would like to see you at your earliest available time" and "I want to be first!" One is perfectly reasonable. The other is stupid.
You want to be my first of the day and be sure of it? Offer me an extra $100. "First of the day" is not something listed on my menu, so let's consider it a fetish request, like Greek. You get to be the first of the day, I get more money, and I don't think you're a complete jerk for asking/offering. Just a suggestion.