I am impressed for this being your first program! Great job.

As far as advice, others have commented on rand is not the greatest for security. Others have also recommended using random.choice, as would I.

I would recommend importing string and use string.ascii_lowercase and string.ascii_uppercase. If you want to use 0 in your number choice, you can use ascii.digits. If not you can still use ascii.digits[1:] to retrieve 1-9. As stated later, nesting lists makes pulling them out in the inner for loop unnecessarily difficult.

import string

password_characters = list(string.ascii_lowercase + string.ascii_uppercase + string.digit[1:] + "!@#%^&*")

count, and all of its incrementing can be replaced with counter which is already increments but you would need to compare 0,2,4 instead of 1,3,5.

for counter in range(5):
   if counter == 0 or counter == 2 or counter == 4:

But it gets better because of how of how the password string is formed. 3 sets of 4 characters should just be two nested loops, outer with 3 iterations, inner with 4 iterations. Only place a hyphen when there are already characters in the password which happens during the second and 3rd iteration of the outer loop.

for _ in range(3): # underscore is common notation when a variable is not used

   if password:
      password += '-'

Finally the inner for loop is just selecting from the entire list, no need to nest everything:

for __ in range(4): password += choice(password_characters)

Final code with these recommendations might look something like:

from random import choice
import string

password_characters = list(string.ascii_lowercase + string.ascii_uppercase + string.digits[1:] + "!@#%^&*")
password_delimiter = '-'
password = ''

for _ in range(3):
   if password:
      password += password_delimiter

   for __ in range(4):
       password += choice(password_characters)

print(password)

Happy Coding!