。
She felt sad for the first time in months.
Literal
She [topic-は] several-months since for-first-time sadly thought.
数ヶ月来 (すうかげつらい) means 'in the past several months' — 来 is a suffix meaning 'since/for the past.' はじめて means 'for the first time.' 悲しく思った means 'felt sad' — the adverbial form of 悲しい + 思う. The sentence marks a return to sadness after a period of emotional stability.