In J.R.R. Tolkien’s “The Silmarillion,” the first father of the Dwarves is Durin. More precisely, he is Durin the Deathless, the eldest of the Seven Fathers of the Dwarves and the first of them to awaken in Middle-earth.
The Vala Aulë secretly created the Seven Fathers while awaiting the awakening of Ilúvatar’s Children. Aulë created their bodies and taught them Khuzdul, but Ilúvatar ultimately granted them independent life. Durin founded the Longbeard clan, also called Durin’s Folk.
Durin’s people later established Khazad-dûm beneath the Misty Mountains, the great Dwarven city known in later ages as Moria. His title “the Deathless” refers to his exceptionally long life and his legendary status, not literal immortality.
A common mix-up is answering Aulë: he was the creator of the Dwarves, not their first father. Another is Gimli, who lived much later and was a descendant of Durin’s line. The name Durin was also reused by later kings of Durin’s Folk.