The first ever piano?
The first piano was a harpsichord. Then it was the organ, followed by the clavichord. Later, the piano was invented.
The hammered dulcimer could be called the first keyboard instrument ever. The dulcimer's origin is uncertain, but tradition holds it was invented in Persia, some 2000 years ago. It was the instrument that was implemented into the piano. And since the keyboard is an electronic piano, the hammered dulcimer it the first keayboard instrument made.
I think this is not that easily answerable, songs existed before the piano as we know it today, and the piano itself evolved from the monochord, the 'keyed monochord' (or, the 'clavichord') seems to be the first musical instrument that has the same black/white keys as a piano, would the first song on that qualify as your answer? If so, I dont' think it's recorded in books who or which song was 'made' first. http://www.piano-tuners.org/history/history_1.html