Was the telegraph the first digital device ever?

The answer to this is dependent on the definition of 'Digital'. Taken literally, Digital is a matter of 'On' or 'Off', so whilst carried on an analogue system, it is indeed digital as can have only two states, on or off.

Based on this definition, the earliest 'Digital' device was the Jacquard Loom, a machine invented to weave silk and its manufacture was completed in 1801. The loom can be considered 'Digital' as it allowed the hooks of the machine to be either Engaged or Not Engaged, thereby being On/Off or alternatively True/False.

The Jacquard Loom was a purely mechanical device but was controlled 'Digitally' by punched cards which allowed the hooks to be engaged, or not.

If your definition of 'Digital' includes 'Electronic', then it may well could be.