First people to live in Idaho?

Truth be told, some things are lost to history. The best answer that can be given is the First Nations.

Idaho is divided into two cultural areas: the Plateau Culture Area and the Great Basin Culture Area. The tribes that settled these area shared similarities with each of the others that shared the area, but differed from those of the other culture area.

Tribes of the Plateau Culture Area were: Kalispel, Kootnai, Coeur d' Alene (Schitsu'umsh) and Nez Perce (Nimi'ipuu)

Tribes of the Great Basin Culture Area were: Bannock, Shoshone, and Northern Paiute.

Those whom these indigenous nations descended from are largely lost to history, and remain the subject of speculation and anthropological study.