That is, Newton's First Law says that an object's velocity doesn't change on its own. Only an external force can change the velocity.

Let us go back to the ball on the table we were considering. Before the monkey kicked it, the ball was at rest as no net external force acted on it. The monkey exerted force by kicking the ball, and the ball started moving.

As it started to move, the table started exerting frictional force on the ball and the ball's velocity reduced. That is, its velocity changed.