I don't think we can say who the first scientist was but rather think of when did human start to think in a scientific way.

From cave paintings and from regular scratches on bone and reindeer horn it is known that prehistoric humans were close observers of nature who tracked the seasons and times of the year.

Many of the invention in prehistoric times were discovered by chance or try and error. The use of metals or the discovery of glass or the invention of the wheel are examples for this. The use of these discoveries was most often not scientific because the people did not know what was happening for example to the metal when they melted it and so on. For science to begin, the invention of writing was essential; It enabled people to record what they observed and pass these findings on to the next generation. Although Mesopotamia or China provide many examples of exact observation and precise description of nature, what was missing is an explanation in a scientific mode.

The first sciences in the modern sense were those connected with mathematics. They were begun in Mesopotamia and in Egypt and were passed on to the Greeks. They first thought to go beyond description and to come up with reasonable explanations of natural phenomena. Most of the early scientists were also philosophers. The first natural philosophers were Thales of Miletus and Pythagoras. Thales of Miletus predicted a solar eclipse in 585BC and invented the formal study of geometry. He also tried to explain all observed natural phenomena in terms of the changes of a single substance, water, which can be seen in solid, liquid and gaseous states. Pythagoras realized that the musical notes produced by a monochord were in simple ratio to the length of the string. Archemedes was an important early writer on the science of mechanics. The knowledge of physics was used in buildings as well as in war.

Another science the ancient Greeks developed was astronomy. They could foretell to the day when a certain planet would be visible and where it would appear. Theoretical science started to ask questions about the world around them. Getting first answers to these questions laid the foundations to Western sciences.

If you like to know more you should find a book about the history of science at your local library. It is actually quite interesting.