We present a study of the 21-cm signal bispectrum (which quantifies the non-Gaussianity in the signal) from the Cosmic Dawn (CD). For our analysis, we have simulated the 21-cm signal using radiative transfer code GRIZZLY, while considering two types of sources (mini-QS05 and HMXBs) for Ly alpha coupling and the X-ray heating of the IGM. Using this simulated signal, we have, for the first time, estimated the CD 21-cm bispectra for all unique kappa-triangles and for a range of kappa modes. We observe that the redshift evolution of the bispectrum magnitude and sign follow a generic trend for both source models. However, the redshifts at which the bispectrum magnitude reaches their maximum and minimum values and show their sign reversal depends on the source model. When the Ly alpha coupling and the X-ray heating of the IGM occur simultaneously, we observe two consecutive sign reversals in the bispectra for small kappa-triangles (irrespective of the source models). One arising at the beginning of the IGM heating and the other at the end of Ly alpha-coupling saturation. This feature can be used in principle to constrain the CD history and/or to identify the specific CD scenarios. We also quantify the impact of the spin temperature (T-S) fluctuations on the bispectra. We find that T-S fluctuations have maximum impact on the bispectrum magnitude for small k-triangles and at the stage when Ly alpha coupling reaches saturation. Furthermore, we are also the first to quantify the impact of redshift space distortions (RSD), on the CD bispectra. We find that the impact of RSD on the CD 21-cm bispectra is significant (> 20 per cent) and the level depends on the stages of the CD and the k-triangles for which the bispectra are being estimated.