There isn't really one definitive hero for the first hero's journey story because there are so many ancient tales that could be considered the origin. But if we look at some of the oldest known stories, like the Sumerian tales. Gilgamesh was a prominent hero in the Sumerian 'Epic of Gilgamesh'. He was a complex character, with great strength and power, but also flaws. His journey involved leaving his comfortable kingdom to face the unknown in search of something greater, like immortality, which is a common theme in hero's journey stories.
The concept of the hero in the first hero's journey story is a bit ambiguous. In ancient mythology, there are many candidates. For instance, in Greek mythology, Perseus could be seen as an early hero following a kind of hero's journey. He was sent on a quest to kill Medusa. But if we consider the broader scope of world literature and mythology, Gilgamesh is a strong contender as he has all the elements of a hero on a journey. He leaves his normal life, faces numerous trials, and returns changed, which are key aspects of the hero's journey.
It's hard to say exactly who the hero in the very first hero's journey story was as hero's journey stories date back to ancient times and different cultures have their own early examples. However, Gilgamesh from 'The Epic of Gilgamesh' is often considered one of the earliest heroes in this type of story. He was a king who had to face many challenges on his journey to find immortality.