What was the first rock in the rock cycle?
which came first


That's actually a very hard question. The most simple answer would indeed be igneous. Here's why:


Sedimentary rocks (in the sense of rock cycle) comes from pre-existing igneous or metamorphic rocks, so you need to have had them first.
Metamorphic rocks, by definition, are rocks that form from other kinds of rocks (be it igneous or metamorphic).
Igneous rocks form by melting of other rocks. Now here is the catch - what do you consider "other rocks"? The first igneous rocks on Earth (or to be exact - the proto-Earth) likely formed by impact melting of various small planetary bodies hitting each other and coalescing to form the Earth. These planetesimals formed by condensation of gas from the solar nebula, before Earth even existed, and before the rock cycle began.


So yes, igneous rocks were here first. The rocks (or material, if you wish) that existed before the igneous rocks do not fit into the traditional igneous/sedimentary/metamorphic definitions.

However, note that the rules of the rock cycle aren't written in stone (pun intended). What about evaporites? Rocks such as halite or gypsum beds form on the surface on the Earth, and their constituents aren't derived directly from either igneous or metamorphic rocks. What about sandstones that form by weathering of former sandstones? What about igneous rocks that form by partial melting of metamorphic rocks, and then melt again without ever reaching the surface to become sedimentary rocks? And my favourite one: pyroclastic rocks. Are they sedimentary or igneous? One textbook quips that they're igneous going up, and sedimentary going down.