Newton's first law determines that a body which does not participate in any interaction with any other body, will retain constant velocity (in an inertial frame of reference). To test the law empirically, one can think of an astronaut throwing a ball off a spaceship, somewhere deep in space. As it moves in the void, the ball does not interact with any other object (except some negligible effects) so we can measure its velocity and confirm Newton's law (assuming that our spaceship serves as a good inertial frame of reference).
To me it seems that leaving earth is logically necessary to test Newton's first law. Every physical body on earth participates in a non-negligible interaction: the earth's gravity, obviously. That's supposed to ruin everything! Of course, the well known earthbound experiment in which a body is pushed over a frictionless surface exhibit similar results. The common explanation for that is that the interaction with the surface perfectly cancels earth's gravity, so it's as if there's no interaction at all. But logically, without already asserting Newton's laws, we cannot claim that the two interactions cancel each other like that. Claiming that this experiment confirms Newton's first law is a circular argument. Will physicists agree with me?
Note that if I'm right, it means that when Newton asserted the first law, strictly speaking it wasn't an empirical fact, but "merely" a logical generalization of known empirical facts.