Darth Vader is the most iconic Sith Lord in the Star Wars canon to bear the title "Darth", but in terms of the in-universe timeline, he was far from the first. When Star Wars: A New Hope released, he was the only character with Darth in his name, so many understandably assumed that it was his first name (with Obi-Wan Kenobi using it as such), before the reveal of his true identity as Luke's father in The Empire Strikes Back, later confirmed as Anakin Skywalker. It wasn't until fans met Darth Maul in Star Wars: Episode I - The Phantom Menace that another Darth was introduced to audiences and the movies started using it as a title, not a name, and revealed it had been given to a number of Sith over their long history.
The new canon, which was established after Disney purchased the rights to Star Wars, has confirmed the existence of a number of other Sith Lords who don't appear in any of the movies, although many of them were previously established in the old Expanded Universe (now Legends). These characters have been nodded to in the materials surrounding these new films, and speak to the depth of the universe as a whole, but who among them was the first to take on the Darth title?
Although it's not fully clear where the Darth moniker originated, Darth Andeddu is thought to be the first character to use the title in-universe. Having originated in Legends, Andeddu was mentioned in the new canon in the comic Star Wars Adventures: Return to Vader's Castle 2, which referenced "Andeddu's flames". He was then among a number of other Sith Lords referenced in the Star Wars: The Rise of Skywalker Visual Dictionary, which named the legions of Sith Troopers after notable Sith Lords of the past, such as Darth Revan - here, the 5th Legion was named after Andeddu. In Legends, Andeddu was a Dark Lord of the Sith who lived thousands of years before the events of the Skywalker saga. Andeddu, also known as the Immortal God-King of Prakith, doesn't have a concrete place in the Star Wars timeline, though he rose sometime after the formation of the Sith themselves and eventually became the most powerful among them, which is when it's believed he took the title of Darth. As per the holocron of Jedi Master Asli Krimsan, at least (which is Legends only), he was the first to use the Darth moniker.
In addition to the Sith who were confirmed via the Sith Trooper legion names, another ancient Dark Lord was also confirmed in The Rise of Skywalker. Thanks to a location on Exegol called the Sadow Escarpment (revealed via the film's junior novelization), Naga Sadow is now a canonical former Sith Lord. Like Andeddu, his reign was likely thousands of years prior to the events depicted in the films, and it was given much more detail in Legends. Still, his time as a Dark Lord seems to pre-date the title of Darth, though it is possible he used it.
Elsewhere in established canon, Darth Atrius has also been confirmed as an early bearer of the Sith title, being mentioned in canon in Star Wars Annual 4. Atrius bore the title when there were many Sith, and he existed before the Rule of Two was established saying that there must always be a master and an apprentice. Like Kylo Ren, Atrius was known for his crossguard lightsabers, which were discovered thousands of years after he died and were eventually destroyed by Luke Skywalker and Darth Vader. With the comics, novels, and other tie-ins continuing to explore the past of Star Wars, it's possible more light will be shed in future on the first Darth.