We can comfortably view martial arts in the 21st century as neatly divided into empty hand (civilian) and armed (Military). And we can debate the semantics of the term martial.
Martial, in English, refers to warlike, or combat. The term budo (Japanese) and Wu Dao, (Chinese) also refer to the military. The character for bu/wu loosely translates into "stop a spear."
Prior to the advent of firearms some 600 or so years ago, men fought with bladed weapons, or if we go back far enough in history, they fought with polearms with flaked stone points.
For all of this duration, thousands, tens of thousands, perhaps hundreds of thousands of years, these arts, were in part, military.
These military arts would have preceded any written record by many thousands of years. Moreover, even once man developed writing, we should all expect that various communities took efforts to protect their military arts. They would not have written much about them in any meaningful context. They would have been secret.
I mention this because I believe any effort to learn what ancient cultures did regarding actual military combat techniques is likely to be a real challenge.
Another aspect of this one shouldn't ignore is that much in the way of fighting technique is extremely difficult to capture in text. I doubt many would have taken the effort, even if they weren't restricted in doing so due to the secrecy that has always surrounded military fighting concepts.
One final point. Man has fought man for as long as we have been on the planet. These fighting systems have had literally tens of thousands, if not hundreds of thousands of years to evolve. Groups of men from all points of the globe would have developed fighting systems. I find the concept that any could be called the "first" could never be supported. The best one could hope for is the first "mention" of some system of martial arts in the written record. One should not assume that the "first mention" of a martial art would in any way translate into the "first" martial art.
-Cayuga Karate