Science in Waldorf first and second grades consists primarily of nature study. Nature stories are a big component of Waldorf inspired nature study. Ideally the stories would be about animals in your area so that your child can connect the stories to what he sees on nature walks and in your yard or other surroundings. The Parenting Passageway has a great list of other ways that you can incorporate nature study into your homeschooling.
There are lots of options for first grade nature stories, but one note of caution is that some of the older stories may have religious matter or racist/sexist phrases that would not be considered appropriate in this day and age, so please be sure to preview every story before your read it to your child. The following list of books have all stood the test of time and are available for free online:
The Stories Mother Nature Told Her Children, by Jane Andrews is a cute book of nature stories with some religion mixed in. It is available on Project Gutenberg.
Enid Blyton has several nature story collections. The Nature Story series has four books, WInter Time, Spring Time, Summer Time, and Autumn Time. Theses are particularly helpful, as it takes the guesswork of which deciding which story to read when. She also wrote Country Tales, Woodland Tales, Hedgerow Tales , Animal Lover’s Book, Nature Lover’s Book and many more. Many of her books can be found for free on Project Gutenberg.
Arabella Buckley’s books definitely have some religious elements in them, though I found that they can be edited fairly easily to suit one’s own religious views. She is most known for The Fairy-Land of Science and Through Magic Glasses, both of which can be found on Project Gutenberg for free.
Thornton Burgess is a very popular author for nature stories. His Old Mother West Wind and other animal stories are cute stories that many children enjoy. If your child needs something a bit more advanced, The Burgess Animal Book for Children delves into basic animal classification. Many, if not all, of Burgess’ books can be read for free on Project Gutenberg.
Ways of Wood Folk is just one of the books written by William Joseph Long. There is an interesting tidbit to Long’s stories. John Burroughs, naturalist adviser to President Theodore Roosevelt, criticized Long’s books for anthropomorphizing animals and being “unscientific”. As a result, Roosevelt, himself, had Long’s books from all school libraries. Long’s response was that Roosevelt “never met an animal he didn’t kill.” (Wikipedia) Though Long was a minister, I found his books to be less religious in tone than several other authors from this time period. Long’s books can be found here on Project Gutenberg.
Clara Dillingham Pierson was a kindergarten teacher who wrote several children’s books. Her Among the People Series covers multiple ecosystems, while her Dooryard Stories all take place at one house. Her books can also be found for free online at Project Gutenberg.
Nature Stories to Tell to Children was written by H. Waddingham Seers and can be found in public domain on Google Books. The book does not appear to have an extensive amount of religious material in it.
Ernest Thompson Seton is a popular American author and naturalist. You may find that his language needs some editing to meet your religious and philiosophical. His books are also in public domain on Project Gutenberg.