Georgia O'Keeffe's work was first exhibited in 1916 at Alfred Stieglitz's gallery, 291.
The gallery was named for its address at 291 Fifth Avenue in New York City. Stieglitz initially called it the Little Galleries of the Photo-Secession, but it became widely known as 291. It exhibited photography and avant-garde European and American art.
Anita Pollitzer showed Stieglitz some of O'Keeffe's drawings in 1916, and he included them in a group exhibition at 291 later that year. This was a crucial public introduction for O'Keeffe, who was then teaching art and developing her abstract style.
Stieglitz later operated other galleries, including the Intimate Gallery and An American Place. Those names belong to later stages of his exhibition career, so they are not the answer to the 1916 first-exhibition question.