Who was the first skyclan leader?

The first leader of SkyClan was Skystar, just as the first leaders of ThunderClan, RiverClan, ShadowClan, and WindClan were Thunderstar, Riverstar, Shadowstar, and Windstar. This has been confirmed by Erin Hunter. In Secrets of the Clans Skystar is not mentioned because Firestar's Quest had not yet come out.