THE FIRST OBLIGATORY PRAYER .. DHUHR - ZOHOR

The Prayer: 

Dhuhr was the first congregational prayer led by Jibreel, and for this reason, it is sometimes referred to as 'the first prayer' in early traditions.

When it Became Obligatory:

 The five daily prayers were made mandatory on the night of the Isra' and Mi'raaj (the Night Journey and Ascension to heaven), which took place in Makkah.

 Some scholars note that while prayers were observed before this event, the specific structure of the five daily prayers was established during this, and the prophet began performing them with Dhuhr.

Other Views: 

While Dhuhr is the widely accepted answer, some early scholars suggested that the first prayer in which the Prophet bowed (ruku') was Asr. 

Though some early practices included morning and evening prayers, the formal five daily prayers, starting with Dhuhr, were established just before the Hegira (migration to Madinah) 

WALLAHU A'LAM ..