Henry Hudson. He thought that it was the northern passage to the Pacific Ocean that he had been ordered to explore. Local Indian tribes had told them that there was an ocean on the other side of the Bay, but it turned out that they had mistaken the Great Lakes for the ocean.
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Henry Hudson was looking for the North-west Passage in 169-1610. (Later the territory was called Hudson Bay, Canada).
In 1611, after wintering on the shore of James Bay, Hudson wanted to press on to the west, but most of his crew mutinied. The mutineers cast Hudson, his son, and seven others adrift. They were never seen again.
First EuropeanHenry Hudson was the first European to explore the bay, but the Native Americans knew it was there all along.
James Bay
As the name suggests, it was first explored by Henry Hudson.