From Sahih Bukhari (Hadith 4924):
Narrated Yahya:I asked Aba Salama, "Which Sura of the Qur'an was revealed first?" He replied, "O you, wrapped-up' (Al-Muddaththir)." I said, "I have been informed that it was, 'Read, in the Name of your Lord who created (i.e. Surat Al-Alaq)...similar to the narration related by `Ali bin Al-Mubarak, 444 above
Reference: Bukhari 4924