Nope, they never say ... the only details we know for sure about her sex life is that she didn't sleep with Lex (she told him she wanted to wait for their wedding night and he was "so understanding") and that she slept with Claude fairly early on in her career at the Planet. (And, of course, that she and Clark decided to wait, as well.)
As I think someone said earlier in the thread, we can be pretty sure it wasn't in high school since she and Joe were still on excellent terms so he couldn't be one of her "federal disasters". So all we can assume is that it was sometime between breaking up with Joe and meeting Claude. It could have even been Claude, I suppose, but Lois doesn't say that he was her first, only that he was the one and only co-worker she slept with.
Kathy
