A good question! I'm not actually 100% sure which was first because I didn't keep logs for my first 4 months online (2001), but I think it was William Hills, although it could have been the now defunct Alps casino.
I definitely found all my early ones using a search engine because I had no idea that sites like this one even existed.
Other early ones were Grand Online, Roman, and Windows. I also discovered Intercasino at a very early stage.
I didn't even know the word 'rogue' casino until 4-years after I started, when I first discovered CasinoMeister. In those 4 years I did unknowingly sign up to some dodgy places, but I have to say I did always get my withdrawals paid to me, though some were a bit like getting blood out of a stone!
Since discovering
CM I've always stuck to his accredited list, or done my own research first. These days I only play at and recommend on my sites the most reputable casinos.
Unfortunately the rogues will always prosper IMO due to the vast majority of new players not knowing about trustworthy gambling portals, spam mail (which must be working otherwise they would stop doing it), and the ridiculously big bonus offers rogues make (which blind new players from the small print of the T&C's).
2c.