First Madonna is an Italian word so throws the question off
kilter to start.
There's no contemporary evidence that Mary existed so that takes
us into the territory of speculation. If Joseph and Mary lived in
Nazareth then it's not likely they had white skin. Something
darker. Unlikely that the mother of Jesus was black, but
possible.
The tradition of the Black Madonna refers to an earlier pagan
tradition. Christianity has always demonised the gods and goddesses
of the pagan religions. Nevertheless they tended to survive somehow
blended into the new religion.
My best guess is that the first Black Madonna was Allat, the
daughter of God, whose worship in the Middle East was overthrown by
the rise of Islam. Mohammed himself gave direct instructions that
Allat's worship should be extirpated. And it was.
Memories of Allat are now preserved in a handful of French
churches with a few in other European countries.