Where was the first F5 tornado?

It is impossible to determine for certain.

The first official F5 tornado (with official records going back to 1950) hit Waco, Texas on May 11, 1953.

However, researchers have applied ratings to tornadoes farther back than that. Renowned tornado expert Thomas P. Grazulis gives his earliest F5 rating to a tornado that hit West Prairie, Illinois on April 24, 1880, making it the earliest listed F5 tornado in U.S. history. Grazulis believed that beyond 1880, data would be insufficient to apply an F5 rating

Despite this, researchers in Europe have applied an F5 rating to a tornado that struck Woldegk, Germany on June 29, 1764, though given the time passed since the event, the accuracy of this rating must be called into question.

Note that tornadoes have been occurring since before anyone could document them, with some no doubt reaching F5 intensity. Even where record are available, ratings are difficult to assign for older records. Additionally, F5 is the hardest rating to assign accurately, as distinguishing F4 and F5 damage generally requires knowing how sturdy a structure was after it has been completely destroyed.