'Depi m rat se premye fwa mwen pran nan pèlen" Is this a common thing to say? I plan to include it in my writings. It means 'oops i got caught', right?

By 'common', you mean "is it used in every day language?"  and "will Haitians understand what you mean when you say it?"
The answer is yes.

And yes, it basically means what you said "I finally got caught / in trouble."

Haitian Creole ↔ English Reference, Look up Haitian Creole and English Words