First Concerto- Vivaldi
First to use atonality (appoggiaturas)- Dutch Renaissance
First to use serialism- Roslavets
First to use electronics- Jean Barraque (Pierre Schaeffer is incorrect, but is many times noted as the first)
First Modern Saxophone in full orchestra (someone asked earlier)- Ravel
First use of the word "minimalism"- Nyman
First to use no time signature- Ives
First New Complexity Piece- hmm... technically Finnissy, although the term was not used until Ferneyhough came into importance
First Stochastic Piece- Hiller & Isaacson of Indiana University
First Symphonic Poem- Liszt
First Symbolist- Debussy
First Futurist- Mosolov; defining Scriabin as a futurist is questionable
First to use Bass Clarinet- Mercadante
First Bartok Pizzicato- Bartok! just kidding- Gershwin
and, interestingly, first Avant-Garde piece: Haydn (Farewell Symphony- look it up)
Anyway, to my knowledge that is all correct but I would not be surprised if 1 or 2 was wrong.
I would be interested in knowing what the first pieces to use scordatura or physical gesturation are; I assume it's not going to be the Kodaly Solo Cello Sonata and Scelsi's "Action Music" respectively?