In addition to the solution of @jthi ,
there is quite a good documentation on regex:
https://www.jmp.com/support/help/en/16.0/jmp/regular-expressions.shtml#
The problem of your initial approach was, that there is no number before :, only after.
And you need to include the . into the string to get the first number. See changes below.
Regex is worth to learn because it is really powerful.
string = "A_BD_CEEE:0.98,0.975620708";
first_number = Num( Regex( string, ":(\d.\d?\d?)", "\1" ) );
Georg