What do we actually know about the First Order? Aside from reference to 'restoring order to the galaxy' (whatever that means) and some Fascist imagery we never actually know what they want.

Snoke doesn't want the Jedi to come back. "The droid will soon be delivered to the Resistance, leading them to the last Jedi. If Skywalker returns, the new Jedi will rise."

In general they want to wipe out any and all resistance so they can rule with an iron fist. They destroy an entire star system to prove that point.

They take children and conscript them into their army. "Like all of them, I was taken from a family I'll never know. And raised to do one thing..."

And so on. They're tyrannical assholes.