The Spanish settled St. Augustine, Florida in 1565. The first English settlement was on Roanoke Island off the coast of NC in 1588. It disappeared. Jamestown, VA was the first permanent English colony in 1607.
If you mean, "What states were settled in by the colony of the first fleet?", the answer to that would be none because when the colony of the first fleet settled in Australia, the country was undecided and wasn't divided up into separate states.
SA was first settled as a colony in 1836
The Puritans first settled in Plymouth Colony in 1620.
Florida was a Spanish colony long before Jamestown was settled in 1609. However North Carolina was a state before Florida was purchased by the United States in 1819.
Catholics
Georgia was a debtor's colony.
England settled it in 1623 as a fishing colony.
No. The first European settlement in what is now the United States was in what is now Pensacola, Florida (settled in 1559). The first successful permanent settlement was in what is now St. Augustine (settled in 1565). North Carolina was not settled until the 1580s (and both of those settlements failed).
English Catholics.
Jamestown, settled in 1607
Norse. The first European colony in the western hemisphere were led by Leif and Thorvald Erikson and their sister Freydis. Thorvald died there circa 990 AD. The first permanent colony was planted by Spain at St. Augustine in modern day Florida.