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It seems that people generally use constructed languages in very limited circumstances, or within small communities that speak the language. Thus it seems to me unlikely that one of these languages would every be someone's first or only language.
Are there any documented cases of a child learning a conlang as their first language?
Yes. According to Wikipedia, Esperanto has 350 native speakers (data 1996). There is also a story about a linguist only speaking to his son in Klingon, but even though the child picked it up somewhat, later in life the child stopped speaking Klingon. Currently, he doesn't.
Also, see Esperanto native speaker AMA on reddit and a blog I enjoyed about speaking Esperanto natively.
I’m going to try to avoid any kind of argument about politics, religion or what does or does not count as a “conlang,” and just give this as a historical case that I think is relevant to the spirit of the question.
Biblical Hebrew was a natural language, and Rabbinic Hebrew a scholarly one, but modern Hebrew needed a vast number of neologisms, greatly exceeding the number of ancient words in the Bible. Since most of the early revivalists were native speakers of Central and Eastern European languages, those also influenced its development. So Eliezer Ben-Yehuda’s dictionary of modern Hebrew words, many of which he himself invented or extended the definitions of, bears some similarities to creating the vocabulary of a conlang.
He and his wife were famously the first parents in modern times to raise their child to know only Hebrew and nothing else. Their son Ittamar Ben-Avi, born in 1882, would later recall that he was sent to his room whenever any guests came over who did not speak Hebrew, so he would not hear another language, and that his father became enraged when he caught his mother singing lullabies to him in her native Russian.
Kim Henrickson is one example of a native speaker of Esperanto, however, I'm certain that there are hundreds of others.
