What was the first god ever created?

This entirely depends on how many "godlike" characteristics a spirit or divinity had to have before someone would count it as a god. In Pre-History, a number of different cavemen groups held that the Earth and Sky had powers over their lives. They would pray to the Sky to release rain for water or to the Earth to provide them success in the hunt. Perhaps, these count.

It is not clear where a god with a specific name was invented, but such things existed by early Sumeria in 5000 B.C.E. since they had numerous idols representing godlike persons. Since we do not know where or when the first such god was created, it is impossible to know what it was called.

If you are referring to a singular worldwide God, like the one in the monotheistic faiths, then the Jewish God who currently has an unpronounceable name would be the first God.