How was the first straight line created?

Gravity.

The path of gravity is a straight line from the origin of an object to the very center of the Earth. If you hold a piece of string up, it will hang in a straight line. Same thing with tension; if you apply tension to either end of a string in opposite directions, the string will stretch to become a straight line.

The surface of still water, due to gravity, is an entirely flat surface. It also represents a straight line.