It is all depends on your context, where you are working in.
Let's say we are working in First order ZFC, our language includes all of the logical symbols, and in addition we have the one 2-ary relation symbol: ∈, and our axioms are, well the ZFC axioms.
In this settings, you can pretty much do everything there is in real analysis$^1$, both first and second order(and third an...), that is because ZFC is pretty strong, we can think about $ℝ$ as a special set we construct, then by looking at $\mathcal P(ℝ)$ and $\mathcal P\mathcal P(ℝ)$ we can talk about "high order real analysis".
Things starts to become more interesting when we are in the settings of real analysis, more specifically, let's look at the example of ordered fields:
Our language contains the logical symbols: $\cdot, +, <$(multiplication, addition, and order) and the axioms of ordered fields.
In this context we can find a lot of "natural" second order sentences, every sentence that quantify over subsets, over functions or over relations. For example: "for every subset of the field, the subset is either unbound(from above) or there exists a supremum to this subset", this is the "Least upper bound property", and it is a second order sentence.
It is a bit harder to show that this sentence cannot be written using first order sentence, but it is possible to prove that.
But wait, why in ZFC we are allowed to quantify over those subsets? Well, because we are not quantifying over subset of our universe, in the context of ordered fields, our universe is the field we are working in, but in ZFC our universe is some weird collection of a lot of sets, and just like in ordered fields, it is possible to find "natural" second order sentences that you cannot talk about without quantifying over arbitrary sub-collection of the universe, that is, you cannot talk about them in FOL in the context of ZFC. But even then, we can just take a stronger theory, such as NBG set theory, or TG set theory, which allow you to talk about second order ZFC using first order sentences.
$^1$by that I mean that we express most of the things we care about, it doesn't mean that there is nothing interesting to say about real analysis in a different context, other than ZFC.