It was a great day yesterday for the members of the Independent Order of Free Sons of Israel. They instituted the first District Grand Lodge of the West at the hall of the Knights of Pythias amid imposing ceremonies, which, however, could be witnessed by the initiated only. This order is similar to that of B'nai B'rith, and was organized for the same purpose. It is still very young in the West, but already contains eight lodges in Chicago, two in St. Louis, and two in Milwaukee, with a total membership of about nine hundred.