Was Code Geass first a light novel, manga, or anime?
It was original, the anime came first then various adaptations. You could confirm this in MyAnimeList. Under "Background":


  Code Geass: Hangyaku no Lelouch is an original anime series by Sunrise animation studio with original character designs by the all-female Japanese manga artist group Clamp. 


(Emphasis added)

Just don't be surprised that some good shows are anime-original like Psycho Pass, Madoka, etc.