I remember that I have read somewhere that there was one citadel that was marked as the first one but I do not remember where I have read that. I checked some wiki entries and the book Dwarves of Golarion but I cannot find it anymore. Can anyone help me here?
I found no records of which sky citadel was built first. But I believe you are thinking about Koldukar, known today as Urgir, the First Home of the orcs. It was originally one of the ten Sky Citadels, located in the area now known as the Hold of Belkzen.
But, though not stated so on any of the books I searched, Highhelm could be declared the first, as it was being built as the dwarves dug their way out to the surface. However, though that is said about Highhelm, nothing prevents the others from being built similarly, as the records mention that when the Quest for Sky ended, the dwarves build ten fortresses on the surface, but exact dates are not given.
For reference, I checked the Inner Sea World Guide, Inner Sea Races, Dwarves of Golarion, Belkzen Hold of the Orc Hordes, and the wiki.
There are a few Pathfinder Society modules that could contain more information about it (which I, sadly, don't own to check):
- Season 4, Glories of the Past part 1: Halls of Dwarven Lore has information about Janderhoff.
- Season 4, Glories of the Past part 3: Secrets Stones Keep explores an unknown area of Koldukar (Urgir) for archeological information.
- Season 5, Vengeance at Sundered Crag ends near the entrance of Jormurdun;
- Season 6, Legacy of the Stonelords has some exploration of Jormurdun.