Game controls

How do I get first person control with the mouse controlling the direction that you look?

python

there is more than a few scripts for it

I would suggest you look on the blender3d.org site for the templates
blah, just go here:
http://www.blender3d.org/Education/?sub=TutorialWalkthrough

look at the file, and the demo to find out how they did it.

if you know python try looking at
import Rasterizer
print dir(Rasterizer)

the answers lie there

Is there any way at all I could do this without scripts?

not using the mouse at least