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Do we know? I know the Thunder Warriors were kind of prototypes, but so we have any idea of who the first honest-to-goodness Astartes was?

I wondered if this had been covered in the Horus Heresy books? As the fluff states the first batch of Marines didn't last long due to gene-seed deteriation that was only rectified once the Primarchs were discovered, I'd imagine he wasn't around long either.

I don't think the emperor made them one at a time. The first dark angel company would surely have been the first.

Stephano McBarrelson.

We don't know, it was very likely a dark angel though, they were the first legion, but not necessarily the first space marines.

It's probably a "sorites paradox" type of question. Marines didn't spring out of the Emperor's mind fully formed; they were the product of experimentation, experimentation, and more experimentation - remember the Thunder Warriors, Custodes, and other gene-enhanced troops. In an iterative process between "non-marine" and "Space Marine", where is the cutoff point?

There up to 19 different implants in a marine. All of those implants would have required extensive testing, both singularly and in combination with each other. The aim of the project was to produce a super-soldier, so it's likely that the Emperor and his scientists experimented on soldiers near the end. So...
Would you view that first soldier to receive the ossmodula implant as "the first space marine", even without any of the other glands?
What about the first soldier to receive two different implants? Five different implants? Ten? The Black Carapace and the Progenoid Glands are the two most important enhancements - would a test subject with one of those glands be more of a Space Marine than a test subject with the first 15 glands? What about a test subject that receives the crude prototype of the Black Carapace? Would a brain-dead body in a test tube be more of a Space Marine than an experienced soldier, if the former had implants 1-12 and the latter had implants 9-13?
What about the first sentient (i.e. not a mind-wiped body in a jar) to have all 19 implants? You could try calling that the first Space Marine, but not all chapters in the 41st millennium have access to all 19 implants - the Imperial Fists don't have functioning Betcher's glands. Clearly, it's not the presence of all 19 implants that makes a soldier a Space Marine.

At a guess... the Emperor worked on creating more implants, perfecting existing implants, etc, all the while enhancing more humans to use as both test subjects and as soldiers. At some point he decided that it was enough; he then declared the best of these enhanced individuals "Space Marines". That would mean that there would be no "first" Space Marine - it would have been a group.

Chuck Norris is the pattern all Space Marines are based upon. Of course, none can match the original...

The Emperor made Marines in batches. As I recall, the first successful marines he made formed the Dark Angels, and subsequently their first company. As he was definitely experimenting on the implants and geneseed he most certainly had large groups of test subjects. And it probably ended up where there was one batch that had almost total success rate. So they became the first marines. All the other failures got discarded.