That first story is long lost in the mists of time. Indeed, it could reasonably argued that it is the first and universal story. In a very real sense, this is the story written in the human heart, and the art of the storyteller is not creating this story but discovering and serving the need that exists in our natures.
There is far far too much emphasis on originality today. This is ironic given that we live in an age in which it seems that every vein of art has been so thoroughly explored that there is really nothing new left to invent, discover, or exploit. But perhaps that is why we are so concerned with originality.
If we regard art as a response to a fundamental need of the human heart, however, we realize that originality is bosh. There is no part of the human heart that remains to be explored by artists, no new ground to be exploited. The value of art lies not in its originality, but in its poignancy, its pointedness, and its ability to feed the universals of the human heart in the guise of particular modern sensibilities.
I hate to come back to the same examples, but in the interests of illustrating the point with a universal reference point, Harry Potter is a hugely derivative work. (If you did not grow up in the tradition of classic English children's literature you might not recognize all of its derivations, but if you have, they are plain as day.) But it's being derivative is not a complaint against it. (I have other complaints, but they are not germane to the point here.) What virtues it has, which account for its enormous popularity, lie in interpreting ancient tropes for modern readers.
In short, we are not in the telling business, but in the retelling business. Our job is not to break new ground, but to make ancient ground accessible to modern audiences, to tell again the ancient tales for modern ears.
The hero's journey is the story. The only story. It is told a million times. Our job is to tell it again.