What is the first Pokemon ever made?

If you mean about the legend of who was born first, it was Arceus, and then Palkia and Dialga to control space and time. This was according to the Sinnoh legend on how the world and Pokemon began. As for designing, Rhydon was the first to be designed by Ken Sugimori. This explains why Rhydon's data can be found first in the original Pokemon Red and Green, despite its high Pokedex number. Lapras and Clefairy were also one of the first to be designed as well.