That's a good question, but this is like asking "Philosophy
begins with which Hellenistic Philosophy?" or "Philosophy begins
with which Medieval Scholasticism?" or "Which philosopher began
British Philosophy?" because the answer is that there is no first
philosopher that began any peculiar kind of philosophy that
characterized an era, culture, nation, etc. However one of the
earliest known philosopher of the pre-socratic times is the
Milesian philosopher Thales (Aristotle considered him to be the
first philosopher of the pre-socratics, but we don't know this for
sure).