Short answer
HubSpot's KB: First page seen is the first page URL the contact saw on your site; Last page seen is the last. Both are set automatically by HubSpot. Last referring site looks at the last page viewed. In my demo portal both are URL properties in the Web analytics history group.
1. The properties
Contact properties in my demo portal.

2. Needs tracking
These come from the tracking code. See tracking code check.