If Newton's 1st Law says, it should never stop, then why has every ball you have ever kicked, thrown or rolled stopped moving?

The ball stops due to friction when it rolls on something such as grass.

Newton's first law is that an object will move at a constant velocity or stay at rest, unless it is acted upon by an external force.

When a ball on Earth is kicked or rolled, it is subject to external forces that oppose it's motion (like the force due to gravity and air resistance, or friction when rolling on the ground) - so the ball will not keep moving and will eventually stop.