André-Jacques Garnerin, first parachute jump, 1791, (from a balloon.)
Queen Victoria, first monarch to live in Buckingham Palace, 1837.
Sir Henry Campbell-Bannerman, first actual British Prime Minister, 1905. (That's when the title was first "officially" recognized by Edward VII. The title was used starting in the latter 19th century. Before that, various titles were used for the position.)
Jean François "Blondin" Gravelet, first person to walk across Niagara Falls on a tighrope, 1859. (Actually, he walked across the Niagara River Gorge, considerably below the falls, near where the present-day Rainbow Bridge is.) But he was more spectacular than anyone: he did it several times; he did it pushing a wheelbarrow; he did it blindfolded; he did it in a sack; he did it carrying a man on his back; he balanced on a chair with only one chair leg on the wire.
Jules Leotard, first flying trapeze circus act, 1859.
Matthew Webb, first known person to swim across the English Channel, 1875. Drowned in 1883 while attempting swim across the whirlpools and rapids down-river from Niagara Falls.
Queen Isabella of Spain, first woman's image to appear on a U.S. postage stamp, 1893.
Ferenc Szisz, winner of the first Grand Prix, held in Le Mans, 1906. The Romanian drove a Renault.
First time Scotland won the World Cup: Bwahahahahahahahahah. Right. No, wait. That's the wrong attitude. Let me think of a first. Ok: First time Scotland qualified for World Cup was 1950 (but refused to play.) Scotland actually qualified a lot:
First player of a Scotland team to score a goal at a World Cup? Jimmy Murray of the Hearts (1958 in a 1-1 draw with Yugoslavia.)