Who was the first Muslim?

Abraham/Jacob.

2:132

The same did Abraham enjoin upon his sons, and also Jacob, (saying): O my sons! Lo! Allah hath chosen for you the (true) religion; therefore die not save as men who have surrendered (unto Him).

Moses.

7:143

And Moses fell down senseless. And when he woke he said: Glory unto Thee! I turn unto Thee repentant, and I am the first of (true) believers.

Muhammad.

39:12

And I [Muhammad] am commanded to be the first of those who are muslims (surrender unto Him).

Each prophet is the first from among his followers. He is the one leading them to the true believe in God.

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