In the Legends continuity, we first see a "Forcesaber" in the Star Wars: Dawn of the Jedi series, which takes place about 26,000 years before the Battle of Yavin.
We see our first true lightsaber in Star Wars: The Old Republic, appropriately titled the "First Blade." It was much older than the Republic (founded approximately 25,000 BBY), but its exact age is unknown.
In regular canon, the first lightsaber we see is Qui-Gon Jin's (by a spitsplit-second) in The Phantom Menace.