What does that last sentence mean?
I think he is saying something like:
Not particularly. For once, you can't have fun killing.
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第一 (≂ そもそも) means "to begin with", or "in the first place".
殺しちゃ(=殺したら)楽しめねえだろ (≂ 殺してしまったら、楽しめないだろう) means "Once you have killed (people), you can't have fun (with them anymore)".
So he's saying he does not particularly enjoy killing people, and that he can't have fun anymore if he has killed them... (implying he enjoys doing various things to them before killing...)
第一 means "besides all that", 'first of all"
殺しちゃ is the change of 殺しては and it means "if I kill (persons)" in this sentence.
楽しめねぇだろ is the change of 楽しめないだろ and it means "I can't have fun"
He says that "Not particularly. First of all, if I kill persons, I can't have fun in various ways." in the last sentence.