Private Sub Worksheet_Change(ByVal target As Range)
  If target.Cells.Count =  1  Then
    If target.Column =  2  Then
      Select Case target.Text
        Case "first"
          makeValidation target.Offset(columnoffset:= 1 ), "first"
        Case "second"
          makeValidation target.Offset(columnoffset:= 1 ), "second"
        
      End Select
    End If
  End If
End Sub

Private Sub makeValidation(target As Range, rangename As String)
With target.Validation
        .Delete
        .Add Type:=xlValidateList, AlertStyle:=xlValidAlertStop, Operator:= _
        xlBetween, Formula1:="=" & rangename
        .IgnoreBlank = True
        .InCellDropdown = True
        .InputTitle = ""
        .ErrorTitle = ""
        .InputMessage = ""
        .ErrorMessage = ""
        .ShowInput = True
        .ShowError = True
    End With
End Sub