Hi,
Yeah, as stated above, the very first arts (for battlefield usage) were based on mounted archery. In fact, the early Japanese warriors (before the term samurai), were said to follow "kyuba no michi". Translated, this simply means the path/way (michi, also pronounced do) of archery (kyu) and horsemanship (ba), and the warrior families were refered to as kyusen no ie, literally "bow and arrow family". Individual warriors might be refered to as "bushi", but were also sometimes called mono no fu, which simply means "man of things", in this case refering to weapons.
At this time (early 11th century), there was little in the way of regulated armies, with military service being arranged by the central government. A couple of families rose to prominence under the Emperor, after starting to organise their own armed forces, especially the Taira and their rivals the Minamoto, who then proceeded to try to gain the ultimate upper hand. These two minor aristocratic families (amongst others) sent the younger members to act as stewards and local government representatives, which is where the term samurai originated from (coming from the term "sabaru", meaning "to serve"), although it would be quite a while before that word was used to describe a warrior class.
The Taira and Minamoto clans rose to control the western and eastern regions of Japan respectively, with the then current capital of Heian as the centre. But, as often happens, each side wanted more, and soon enough a war began between the rivals, which ended in the defeat of the Minamoto. The children of the Minamoto were exiled, including the young Yoritomo and Yoshitsune. This was probably a mistake, as Yoritomo and Yoshitsune later came back to defeat and totally wipe out the Taira clan, although Yoritomo then also turned on his own brother Yoshitsune to establish the first samurai shogunate.
We'll skip through the Kamakura period, the Nambokucho period, and the Ashikaga Shogunate, and instead skip straight to the Sengoku Jidai. During this time, Kinoshita Yaemon an ashigaru (foot soldier) gunner in the army of Oda Nobuhide (father of Oda Nobunaga) had a son, named Tokichiro. The young Kinoshita Tokichiro ran away from home at the age of 16, and joined Oda Nobunaga's forces. He did well enough to be noticed by Nobunaga, rising quickly through the ranks. He was presented with the domain of Asai, at which point he changd his name to Hashiba Chikuzen no kami Hideyoshi.
After Nobunaga's death, he took control of the armies and went about gaining revenge of Nobunaga's enemies. After achieving this, all of Nobunaga's generals accepted him as the new leader, except one man: Tokugawa Ieyasu. However, after seeing Hideyoshi's leadership, Tokugawa allowed himself to be allied with the man. HIdeyoshi then continued to raise in stature, eventually taking the name Toyotomi Hideyoshi and being named Shogun (his birth name was too low to allow him access to this exalted positon).
Although he had begun his career as a low ranking foot soldier like his father, and had risen through the ranks to become the highest ranking warrior in Japan, Hideyoshi made decrees that the only way anyone could become a Samurai was to be born into an established Samurai family. After his death, Tokugawa quickly worked to become the new Shogun, and established the longest reigning period of peace Japan had known for centuries, lasting for over 250 years.
This period of peace forced the Samurai to become more introspective, and find other pursuits. This naturally led, as it does each time, to the development of the more philosophical and artistic expressions of the culture, including the rise of the chivalric-style code of bushido, as well as the wearing of two swords as a badge of the Samurai rank. At this point, the Samurai became what we typically think of as being Samurai.
So the question is, which particular stage in the development of the warriors of Japan are you asking about? Is it a question of "What was the first Martial Art practised in Japan?", or the first practised by professional warriors? Or are you wanting toknow what the first primary arts to be defined as "Samurai" arts were? Sorry, but this can get a bit tricky.
Within Ninjutsu schools, the Takagi Yoshin Ryu origin story claims that the skills were brought to Japan by a practitioner skilled in Jujutsu, Bojutsu, and Senban Nage, but it is generally accepted that this is a metaphorical story. It simply says that the earliest concepts of formalised fighting involved unarmed combat (jujutsu), projectile weaponry (senban nage), and impact weaponry (bojutsu). This was probably closely followed by bladed weaponry (kenjutsu, sojutsu).
Oh, and for the record, Japanese fighting methods can be traced back even further than that which is mentioned here. Earlier forms of armour and weapons have been found and researched quite thoroughly, so we can go backabout as far as you like...