What is the name of the first dragon in Tolkien's legendarium?

The first dragon in Tolkien’s legendarium was Glaurung. He is called the Father of Dragons and the first of the Urulóki, or fire-drakes, bred by Morgoth in Angband during the First Age.

Glaurung first appears in the history of the Battle of Sudden Flame, when he emerges from Angband before he is fully grown. He is driven back by the forces of Fingon, but later becomes one of Morgoth’s most dangerous servants. Unlike later famous dragons, Glaurung has no wings.

His most important role comes in The Children of Húrin. Glaurung takes control of Nargothrond, manipulates Túrin Turambar, and uses his dragon-spell to cloud the memory of Túrin’s sister, Niënor. His lies and enchantment help bring about the tragedy of Túrin’s family.

Scatha and Smaug belong to later ages, while Ancalagon the Black is a later and larger winged dragon. Glaurung is therefore the canonical answer for Tolkien’s first dragon, even though some early unpublished writings contain earlier experimental dragon-like creatures.