Since Rhydon is the very first Pokèmon does it have any special things?
No, not really. But there are Rhydon statues placed outside gyms in Gen 1.
>According to interviews with Ken Sugimori (translation), Rhydon holds the distinction of being the first Pokémon ever created. This is further supported as its index number is 001 in Generation I, as well as early sketches from Capsule Monsters featuring Rhydon. -Bulbapedia