Where did the first puppet originate?

No one knows when the first puppet was made or who by. While later puppets - like muppets - can be easily researched, things like finger puppets have an unknown history. Shadow puppets have been around for thousands of years in Asia, and the Vietnamese water puppetry for about that long too. Japanese bunraku on the other hand has only been around for a few hundred years; in this case the Bunraku puppet is named after the person who made the puppets (family name is 'Bunraku'). It really depends on what kind of puppet you want to know the history about, and whereabouts in the world it exists.