How can I hide the page number on certain pages in pages (e.g. on the first page)?

Click anywhere in the document margin, or on the first thumbnail. That switches you to the Section panel, where you can hide on the first page. When done, click back in the document body to restore the Format (or Documents) panel.

The last page would need to be its own section, where you can hide the page number on the first page of (that) section.