Don Juan was the 1926 film that became the first feature-length movie to use a synchronized musical score on disc. Its Vitaphone soundtrack also supplied synchronized sound effects, although the film contained no spoken dialogue.
Directed by Alan Crosland and starring John Barrymore, Don Juan was a romantic adventure inspired by Lord Byron’s 1821 poem. Warner Bros. used the film to demonstrate Vitaphone, a sound-on-disc system that played a large shellac record in coordination with the film projector. The score was performed and recorded separately, then synchronized with the images during exhibition.
This achievement made Don Juan a crucial bridge between silent cinema and talking pictures. Audiences could hear orchestral music and effects precisely matched to the action, but the actors still communicated through intertitles and silent-film performance. The following year, The Jazz Singer used synchronized songs and spoken dialogue and became the more famous milestone in the transition to sound.
The distinction matters: Don Juan was not the first movie with any recorded music, nor was it the first full “talkie.” Its historical first was the feature-length use of Vitaphone sound-on-disc technology for a synchronized score and effects. That is why The Jazz Singer is a common but incorrect answer to this wording.