Definitely not the first:
Vesna Vulović is a Serbian former flight attendant. She holds the distinction of being the world record holder, according to the Guinness Book of Records, for surviving the highest fall without a parachute: 10,160 metres (33,333 ft).
https://en.wikipedia.org/wiki/Vesna_Vulovi%C4%87
Ivan Mikhailovich Chisov (1911–1986) was a Soviet Airforce lieutenant who is notable for surviving a fall of approximately 7,000 meters (23,000 feet).
https://en.wikipedia.org/wiki/Ivan_Chisov
Alan Eugene Magee (13 January 1919 – 20 December 2003) was an American airman during World War II who survived a 22,000-foot (6,700 m) fall from his damaged B-17 Flying Fortress.
https://en.wikipedia.org/wiki/Alan_Magee
Flight Sergeant Nicholas Stephen Alkemade (1922–1987) was a rear gunner in Royal Air Force Avro Lancaster heavy bombers during World War II, who survived—without a parachute—a fall of 18,000 feet (5,500 m) when abandoning his out-of-control, burning aircraft over Germany.
https://en.wikipedia.org/wiki/Nicholas_Alkemade
Juliane Diller (born 10 October 1954 in Lima Peru), was the only survivor of 92 passengers and crew in the 24 December 1971 crash of LANSA Flight 508 in the Peruvian rainforest. When the airliner broke up in mid-air, she survived after plummeting about 3 km (~10,000 feet) while still strapped to her seat, before crashing through the rain forest canopy and coming to rest on the forest floor.
https://en.wikipedia.org/wiki/Juliane_Koepcke
Soon everyone will be doing it!!