The First King was a legendary figure from the Dawn Age. According to tradition, he unified the First Men under his rule and led them in their war against the Children of the Forest. At some point in the war, he was killed and buried in the North.
In the books Edit
In the A Song of Ice and Fire novels, the First King led this people across the Arm of Dorne in their migration from Essos into Westeros. According to folklore his grave is located in the Great Barrow on the outskirts of Barrowton, seat of House Dustin. In The World of Ice and Fire it is revealed that House Dustin, which once ruled the Barrowlands as Barrow Kings, claims descent from the First King himself.
On the other hand, while there are several myths about a first king of the First Men leading them into Westeros, there are rival myths in different kingdoms, with each attempting to claim that their legendary founder was also the First King, i.e. in The Reach, their local version of the myth claims that Garth Greenhand was not only the founder of the Reach, but leader of all the First Men. Maesters also debate if the First Men could possibly have spread from Dorne up to the North within a single generation, and argue that it must have been a migration spanning many centuries. If this is the case, there may have been one king who led all of the First Men across the land bridge into what is now Dorne, but he would have been succeeded by later kings. The other option is that the First Men weren't even unified under a single ruler when they came to Westeros, but different sub-groups and clans migrated in waves.
See also Edit
Garth Greenhand · First King · Florian & Jonquil · The Grey King · The Griffin King · Joramun · Lann the Clever
Night King · Night's King & Night's Queen · The Rat Cook · God-on-Earth · The Prince That Was Promised