does the first amendment include the right to free speech, religion, and privacy
No.
http://law2.umkc.edu/faculty/projects/ftrials/conlaw/rightofprivacy.html
Amendment I. Congress shall make no law respecting an establishment of religion, or prohibiting the free exercise thereof; or abridging the freedom of speech, or of the press; or the right of the people peaceably to assemble, and to petition the government for a redress of grievances.
The First Amendment of the United States Constitution indeed protects the right to free speech and the freedom to practice any religion. However, it does not explicitly mention privacy. The right to privacy is derived from other constitutional guarantees and court interpretations of the Constitution.
To confirm this information, you can refer directly to the First Amendment of the Constitution, which states: "Congress shall make no law respecting an establishment of religion, or prohibiting the free exercise thereof; or abridging the freedom of speech, or of the press, or the right of the people peaceably to assemble, and to petition the Government for a redress of grievances."
For further analysis on the issue of privacy, you may want to explore judicial interpretations of the Constitution, particularly in landmark cases such as Griswold v. Connecticut (1965), Roe v. Wade (1973), and Lawrence v. Texas (2003). These cases have had a significant impact on the recognition and development of the right to privacy in the United States.