First Sport in History

World's oldest sport is known as Wrestling, First wrestling match was played in Egypt BC 200. Yet sports history is being started from First Olympics from Ancient Greece, athletics as the oldest sports. Maybe it was the first sport with well defined rules.

First Stadium
Olympia is the first stadium that hosted Olympic Games in City of Elis, Ancient Greece. We haven't found an older stadium than Olympia, so it's the oldest and first.

First Sports Reward
Scorton Silver Arrow Reward is being given since 1673. It's name comes from the Scorton Village, North Yorkshire, England. In 2008 we celebrated it's 300th year.

First Automobile Race
When the date was 24 of July 1894, Le Petite Journal (a Paris Magazine) organized the first Automobile Race. It was run from Paris to Rouen in a 126 kms route where 21 cars raced.

First Baseball Team
In 1869, the Cincinnati Red Stockings became America’s first professional baseball club.

source

First Football (Soccer) Club
Sheffield FC is the first football club founded in 1876. Bramall Lane is their stadium in  Sheffield, England.

First Football Ball
Oldest football ball is being showed in Stirling's Smith Museum and it's 450 years old.

Source: (Turkish)