By "first" I mean "the most ancient in the fictional history of the World of Darkness".
Again -- only answers from official sources, please, no guesses.
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As recounted in Vampire: Dark Ages 20th Anniversary —
During a pre-dawn rite around the sacrificial pit, their orgiastic violence was interrupted by a terrible figure, silhouetted in the sun cracking the blood- red horizon. It tore into the tribe, rending their mortal flesh into obscene patterns and twisting their hearts to the sky before tossing their mutilated corpses into the pit before departing. Three crawled out at sunset. They took their mortal god’s name for their own, for they were kin to him. When they turned their blood to the summoning rites wrought by mortal mages, they found Hell answering back. They still spill blood as sacrifice, but now the blood is their own. (p.74)
This is attributed to a nameless tribe in what would one day become Tyre. That puts it before 2750 BCE.