(What follows is adapted from a couple of old sci.math posts of mine, from 2001 and 2008. URLs below if anyone is interested.)
It is possible for countable space, even a countable regular Hausdorff space, to not be first countable. The key in making this happen is that although each subset of a countable space must be countable, a collection of subsets of a countable space can be uncountable. In fact, there even exist countable (regular Hausdorff) spaces that have no points of first countability, where $x \in X$ is a point of first countability of the topological space $X$ means that every neighborhood of $x$ (when viewed as a topological space with the subspace topology inherited from $X$) fails to be first countable. For some examples, see:
Peter Wamer Harley, A countable nowhere first countable Hausdorff space, Canadian Mathematical Bulletin 16 (1973), 441-442.
http://tinyurl.com/5bdddb [.pdf file of Harley's paper]
Ronald [Ronnie] Fred Levy, Countable spaces without points of first countability, Pacific Journal of Mathematics 70 (1977), 391-399. [Proposition 2.1 gives $2^c$ many pairwise non-homeomorphic countable regular Hausdorff spaces, each of which has no points of first countability.]
http://tinyurl.com/6f9u24 [.pdf file of Levy's paper]
Richard Curtis Willmott, Countable yet nowhere first countable, Mathematics Magazine 52 (1979), 26-27.
Besides Levy, Leslie Owen Foged also constructed $2^c$ nonhomeomorphic countable spaces having no points of first countability in his 1979 Ph.D. Dissertation (under Ron Freiwald, Washington University) Weak Bases for Topological Spaces. I believe the spaces Foged constructed were also Hausdorff and regular, but I'm not certain about this.