It may also help to use a calculation that gets a full date based on the current date.
SELECT CONVERT(DATETIME, DATEDIFF(d, 0, DATEADD(dd, - (DAY(DATEADD(mm, 1, GETDATE()))-1), DATEADD(mm, -1, GETDATE())))) LastFirst, CONVERT(DATETIME, DATEDIFF(d, 0, DATEADD(dd, - (DAY(DATEADD(mm, 1, GETDATE()))-1), DATEADD(mm, 0, GETDATE())))) ThisFirst
This will give you the first of last month and the first of this month.
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