To do this, create the below JavaScript function in the Function and Global variable declare section of the page:

function showError(pData, pItem) {
  apex.item(pItem).setFocus();
  apex.message.clearErrors();
  apex.message.showErrors([{
  type: "error",
  location: "inline",
  pageItem: pItem,
  message: pData,
  unsafe: false
},
{
  type: "error",
  location: "inline",
  message: "An error has occurred.",
  unsafe: false
}
]);
}

Then create a dynamic action on the first tab page item on the Lose Focus event. And create a true action to Execute the JavaScript code and add the following JavaScript code in it:

if (apex.item('Px_yourFirstPageItem').isEmpty()) {
   showError('Field must be entered.', 'Px_yourFirstPageItem');
} else {
   apex.message.clearErrors();
}

The cursor will not move on to the second field unless the user does not fill in any data.