Don't jump from first to third. It looks unprofessional
Although I agree, I'd like to add something to this (that nobody asked me, but I wanted to say).
Switching from first person to third person can be done in the following cases:
1) The story is in third person limited present tense and is mixed with first person in past tense. Something like
Present: third person, one chapter.
Past: first person, the other chapter.
It could also be done in the same chapter.
It feels like each past is very personal, but well, you could abuse this too much and turn your story into a collection of flashbacks that never goes anywhere. The idea really is to tell two parallel stories far apart in time that intertwine in some way.
2) Only once in the story. Whether it has an important symbolic meaning or is used as a device to shock the reader. I've only seen this used in one book, "El Martín Fierro".The whole story is about a gaucho singing his story in first person at a campfire. When he finishes telling it, he cries and breaks his guitar. When the guitar breaks, so does the narration and an omniscient narrator tells the fate of the gaucho afterwards.
I'm sure there are other cases where it would work, but I can't think of any.
Going back to the question, keep in mind the following.
The difficulty with writing multiple characters in first person is that if you have more than three, they start to sound the same.
This is not an unbreakable rule, though. I'm sure there are stories out there that can have dozens of first-person characters and still work just fine.
Consider what RayneStorm and greyblob say
1. Don't switch POVs so often. It's confusing for the reader
2. First person with a lot of head jumping can get very confusing, especially if your characters don't have strong individual voices.
multiple first pov is a terrible idea. building a character in first takes time and most likely readers will only connect with one or two tops. it'll be a nightmare.
I don't agree 100% but they make a very good point there.