Should I agree to my supervisor's request to place him as first author of my paper?

This is hard to give good advice about without a lot of context. What is ethical and what is done (in some fields) don't necessarily match up well. In some fields, an advisor is often a co-author - even first author.

If the other person has made no contribution to the paper then, ethically, the request is wrong. But you may need to accede to it just out of personal protection. If the advisor has some influence or control over your future then you may be stuck, no matter the ethics. And you may have no effective way to counter it while preserving your future career.

It isn't really a question of which country, though this sort of thing does vary by field. In situations in which the advisor funds a lab in which work is done it is pretty common.

But, think about why he is asking. Think about whether it is really valid. But think most about how your long term career will be affected if you go along and if you resist.

And note that having another paper on your CV is still a good thing, even if he is first author. And even if it isn't right.

There are really two questions here: (1) Is the request ethical/fair? (2) Should you agree to the request?

Unfortunately, these two can be quite independent, and we can only honestly answer the first. It is neither ethical nor fair, going by the information you've provided. Its safe to say that this would be a form of exploitation, even if it doesn't add to much in the long run.

Having said this, you need to decide what to do, based on the possible repercussions of either choice. If you agree, could this become a regular request? Or do you have reason to believe that its a one-time thing that you are doing to help him out of a tough spot? Ethically, you should not agree, because even if its harmless, these things create a culture of gift authorship. Practically, you need to decide based on your individual context.