Africa....so technically Africans were the first to walk on Earth. Migration created the other races and through evolutionary process made them "fit" to their surrounding areas to survive. ( We did not evolve from apes but a common ancestor...I'm sure someone will sadly say apes)
That's not a controversial question at all; there is a tremendous amount of scientific evidence with DNA, archeology, biology and other sciences in agreement that modern man originated in Africa about 200,000 years ago.
The human branch of the ape family began 3.2 million years ago, as witnessed by the fossil of "Lucy" the first of our species to walk upright. Then came the "Taung child" which existed 2 mya, and was the first to use self-crafted tools. Then Homo Habolis, around 1.5 mya and was the first to use fire. Then Homo Erectus was the first to venture out of Africa at which point Homo Seipian (us) and Neanderthals split on the evolutionary tree. Neanderthals went extinct 30 to 40 thousand years ago, many theorize that we drive them into extinction and yet others believe that the seipian gene was more dominate and that Neanderthals were simply absorbed into us.
An ancestor, an ape like one. Not exactly apes though. We evolved from a mammal that broke into two branches. One of the branches evolved into apes and monkeys, the other evolved into humans. The "in between" evolved mammals died out, and the stronger mammals adapted and lived, eventually creating us.