In the Legends continuity, we first see a "Forcesaber" in the *[Star Wars: Dawn of the Jedi][1]* series, which takes place about 26,000 years before the Battle of Yavin. 

[![enter image description here][2]][2]

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.

[![enter image description here][3]][3]

In regular canon, the first lightsaber we see is Qui-Gon Jin's (by a spit-second) in *The Phantom Menace.*

[![enter image description here][4]][4]


  [1]: http://starwars.wikia.com/wiki/Star_Wars:_Dawn_of_the_Jedi
  [2]: https://i.sstatic.net/DSSki.jpg
  [3]: https://i.sstatic.net/lZWmb.png
  [4]: https://i.sstatic.net/BZB0z.jpg