Mew - Game lore, Mew was the genetic ancestor of all modern pokemon, it was the “first” pokemon
Rhydon - purported to be the first pokemon designed by the game designers. It is the “first” pokemon actually created
Bulbasaur - In the Pokedex, in number order, Bulbasaur is pokemon 001. Bulbasaur is the “first” pokemon.
Arceus - Game Lore, Arceus is the literal God of Creation, Arceus was is and ever shall be, Arceus is the beginning and the end the alpha and the omega, Arceus created the world, but it’s still a pokemon (and you can catch it). Since Arceus existed before the world, Arceus is the “first” pokemon.