We closed on a home October 27th 2016 but our first mortgage payment wasn't until January 1st 2017 and was transfered to Wells Fargo on 01/01/17 how do we file that

The payment made on 1-1-2017 for your mortgage will not be on the 2016 taxes.  

Any interest deducted has to be actually paid during that tax year, so the 1-1-2017 payment for interest would be deducted on the 2017 return. 

Your mortgage company should be issuing you a 1098 Mortgage interest paid statement.  Use that information.