As the Dai Bendu (pre Je'daii) were the first to use the force, was there ever a documented case of "a first person" to actually use the force before anyone else? or was the force something that people just came to use collectively?
The lore is unclear on who the first force users were. The Dai Bendu first started to develop an active connection to The Force by meditating on a massive pyramidal starship that they called Tho Yor. This occurred around 37,453 BBY.
In the year 36,453 BBY, the starship opened up and began communicating with the Dai Bendu using The Force. At the same time, seven other identical ships went active across the galaxy, gathered up Force-sensitive beings, and transported them to Tython.
This produces a bit of a snarl in the idea of a 'first Force user,' because the first known Force users that we have documentation of developed their powers by meditating on an ancient star ship that was obviously created by such advanced Force users that they had built a ship that could communicate with other races, regardless of species or language, through The Force. So, while the Dai Bendu are the first 'documented' Force users...they are pre-dated by other species.
One possibility for the 'first' actual Force users are the Celestials, whose Empire stretched back as far as 100,000 BBY, and are believed to have had such immense Force powers that Jedi and Sith legend suggest that they may have merged with The Force itself, and are actually the 'guiding' part of The Force. But we don't have anything concrete on that, just supposition.
REF: Star Wars Wiki, Darth Plagueis (novel), Star Wars: Dawn of the Jedi: Force Storm 1, and other assorted info stored in my brain.
Also, because you asked in the comments, here is info on The Ones
Iv been told that the sith-Ari was the first force user, ancient sith law tells of the perfect sith lord, and who became so powerful he couldn't die, his fate to me is unclear but his demise was told to have spread the midichlorians out into the universe, opening up the force to certain people the midichlorians saw fit, and their offspring became force-users as well. The sith await the return of a sith-Ari and many have killed their peers simply because they thought they were the sith-Ari. I'm not entirely sure if any of this is true, but it could be something to go on.