In the Legends continuity, we first see a "Forcesaber" in Star Wars: Dawn of the Jedi: Force Storm, which takes place in 25,793 BBY.
We first see our first true lightsaber in Star Wars: The Old Republic, appropriately titled the "First Blade." However, it was much older than the Republic.
In regular canon, the first lightsabers we see are in The Phantom Menace.
