The reason for the wrong translation is a writer mistake. However, in some places, his name has a closer translation to reality:
Baal named the infant En Sabah Nur, literally meaning "The First Morning Holy Light", and raised him as his own son.
From the wiki,
According to Marvel, the name translates as "The First One" (although, in reality, the translation is considered grammatically incorrect).
You are correct in your translation.
According to the writers at Marvel, "En Sabah Nur" translates to "The First One" in Arabic. However, the phrase actually translates into something more akin to "Good Morning". The reason is that the term is grammatically incorrect, as it should be "Sabah an-Nur", assuming that was what the Marvel writers were shooting for. It can also mean "The Seven Lights"; with "Sabah" literally meaning "seven" and "Nur" meaning "light" in Arabic. This is interesting for Islam depicts the eternal afterlife as having seven heavens. Since Apocalypse was born thousands of years before modern Arabic existed, this must either be a translation of his true name, or it is a name in Proto-Semitic that simply coincidentally resembles Arabic words. "En Sabah Nur" can also mean "birth of light", "Awakened Light",and (in literal sense) "Dawn".
In-universe, the name is actually
from a fictional unknown language which assumes an old lost language, as it does not translate correctly in real life.
So don't bother too much about the origins of the name. Most likely, the authors didn't work too hard for historical accuracy.
Disclaimer: I don't know arabic at all! Just quoting what I found in the wikipedia by (I assume) actual translators or speakers of the language.