The first Dark Lord in J.R.R. Tolkien’s legendarium is Morgoth.
Morgoth was originally named Melkor and was the most powerful of the Ainur, spiritual beings created by Eru Ilúvatar. He rebelled against the intended order of creation and became the principal enemy of the peoples of Middle-earth during the First Age.
His servants included Sauron, who began as one of Morgoth’s followers. Morgoth sought domination and destruction, while Sauron later became the central enemy of the Second and Third Age stories. Morgoth’s conflicts with the Elves and Men are told most fully in The Silmarillion.
A common mix-up identifies Sauron as the first Dark Lord. Sauron is the second Dark Lord in Tolkien’s mythology; Morgoth predates him and is the greater figure in the ancient history of Arda.