Read VERY carefully. You may have to ask your teacher if this colony was anywhere in the Western Hemisphere or where. In the Caribbean? In North America (which includes Mexico)? In Central America? In South America? Having a more specific question will help you answer it.
Spain's first permanent colony in the New World was named Santo Domingo. It was located on the island of Hispaniola, which is present-day Dominican Republic and Haiti. To find the answer to this question, you can conduct a simple search on a search engine such as Google by typing "Spain's first permanent colony in the New World" or "first Spanish colony in the Americas." This will provide you with reliable sources and information on Santo Domingo as the answer to your question.