Although Socrates is recognized as the father of philosophy, and did pass most of his ideologies along to Plato, who in turn handed down the wisdom to Aristotle, there were many philosophical minds at work in the Orient besides in the Greek world itself, centuries before Socrates. Socrates very much deserves the moniker as the first Greek philosopher, but to insinuate he was the first philosopher in the world as a whole would be factually erroneous. As evidence, there is terminology in the field for philosophers as “pre-Socratics” which, while paying tribute to the most prevalent mind in philosophy, does in itself indicates that Socrates himself was not the first.
Philosophy is generally defined as the study of wisdom, belief and the nature of existence. The idea that no one thought of asking questions like, "Why do people do the things they do?" or any less banal philosophical inquiry before Socrates is absurd. Now Socrates may have had a shot at being the first well-known philosopher, but that's only if you discount the work of Thales and other pre-Socratic philosophers because of their more concrete philosophies, but even this is ultimately a very difficult viewpoint to defend.
This is a pretty stupid question, from a historical standpoint. Like philochristos said, there are plenty of pre-Socratic philosophers -- Thales is the first that comes to mind. There's really not much more to say than it's historically inaccurate. It's also improbable since everyone generally thinks beyond their senses, and tries to reason whether there is order to the Universe, and what that order consists of. So no, Socrates, while one of the most famous, certainly wasn't the first.
I have a book on the Pre-Socratic philosophers, so Socrates couldn't possibly be the first philosopher. Personally, I think everybody is a philosopher. Everybody reasons about the world, everybody has an epistemology, etc. It's just that some people do it consciously, intentionally, and they try to do it well. Unless Socrates was the first man, he was not the first philosopher.
For starters, who do you think taught Socrates? Secondly, there were plenty of philosophers in the east as well as in northern Africa around Egypt. Socrates was certainly one of the first major influential philosophers in known history, but it's untrue that he was the absolute, first one to philosophize.