In short: The first pension pillar is the state (public) pension, which in most European countries works on a pay-as-you-go basis: today's contributions pay today's pensions.
Simply put: The first pillar works like a shared pot, not a personal account. It is run by a public social security institute and usually covers more than old age — also sickness, disability, maternity, unemployment and the death of a family member. If you work under an employment contract, you are usually insured compulsorily.
Example: Ivan earns €1,500 gross. If the contribution to the state pension fund is 14.8%, €222 a month goes to the shared pot and counts towards his pension rights.
Watch out: Lower insured earnings today mean a smaller pension tomorrow.
Example: Bulgaria — The first pillar is run by the NSSI (Social Security Code, Art. 33(1)) and covers temporary incapacity, disability, maternity, unemployment, old age and death (Art. 2(1)). For people born after 31.12.1959 the contribution to the "Pensions" fund is 14.8%.
Check in your country — Find your social security institute and its online portal with your record of insurance periods and earnings.
Source: EU — Your Europe, "State pensions abroad" — https://europa.eu/youreurope/citizens/work/retire-abroad/state-pensions-abroad/index_en.htm · Social Security Code (Bulgaria), Art. 2, 33 (in Bulgarian) — https://lex.bg/laws/ldoc/1597824512