Many think the Chinese were the first to make ice cream, though their dish resembled frozen rice pudding. If you consider this ice cream, then the first flavor was likely camphor.
If you need that unmistakable creamy consistency to call it ice cream, though, then Italy's chocolate version developed in Naples seems to claim the title.
The flavor was first documented in a Neapolitan cookbook in 1692. Even if this isn't the first flavor ever, it is certainly the earliest recorded recipe for flavored ice cream.