That's a very interesting question.
I have ever asked it to myself, and tried to do a few researches about it.
What I can tell with certitude, it's that this is very tough to answer, and even if you can find bribs of answer, you won't find extensive talks about it.
This is just because there were so few people who were in BTC at that time.
I guess that most of the transactions were "off the record" transactions, with personal agreements within forum topics (you can still find traces of those agreements in BitCoinTalk).
Anyway, it seems that 1st exhange ever for BTC was...
...New Liberty Standard, who opens their trades on october, 5th of 2009.
source:
https://99bitcoins.com/price-chart-history/(go at the bottom of that page, it gathers all the important dates for BTC, that's pretty interesting)
You will find other names or archaic exchanges as well (like Sirius, which opens their doors on October, 12th 2009)
Hope it helps !
