The first known transgender person is believed to be the Spanish courtier Catalina de Erauso, otherwise known as the 'Lieutenant Nun'.
Catalina was born in 1592 in San Sebastián, Spain to a noble family. She dressed as a man to pursue a career in the Spanish army and eventually joined the army of the Viceroy of Peru. In 1620, the viceroy learned of her true gender and he authorized her to remain in the army, provided she kept her identity hidden.
Catalina eventually went on to complete her military career and become a highly-decorated officer. Later on, she revealed her trans identity to the Bishop of her hometown and he pronounced her as a woman in a Church ceremony.
Catalina went on to write an autobiography called "Memoirs of My Life" about her experiences living as a transgender person in Spanish colonial society.
Today, there is still some debate about who was the first known transgender person, as gender identity and gender expression were not conceptually understood and accepted in earlier eras. Thus, it's impossible to definitively say who was the first known transgender person in history. All we can do is draw upon records of people who lived at certain points in time, like Catalina de Erauso, to provide insight into the past.