Masaccio’s Holy Trinity is possibly the earliest surviving work of art to use a single vanishing point. His work and that of Brunelleschi triggered a Renaissance explosion of mathematical perspective in art.
I’ll state at the outset here that “firsts” are always a tricky thing to write about, especially when it comes to an artistic technique as widespread and important as vanishing point perspective. There are other candidates and other artists for this record, but the Florentine fresco Holy Trinity by early Renaissance artist Masaccio is a widely recognised contender for the first ever use of a single vanishing point in a work of art.
The vanishing point is the technique that convey the illusion of depth: lines and perspective in the picture converge on a point (or points) so that it looks like you’re seeing the image through an imaginary window. Closer objects are proportionally larger and distant objects smaller. The lines of the Holy Trinity fresco radiate out from a point at the base of the cross:
When creating this work, Masaccio physically pushed a nail into the vanishing point and attached string to it; that string guided the proportions of the rest of the fresco. He was almost certainly working from a technique developed by an early Renaissance architect, Filippo Brunelleschi.
Brunelleschi worked out the mathematics of perspective by drawing architecture from life. He would draw a building within a grid, square by square, making sure that each one matched what he saw as precisely as possible. To test the result, he used a rather ingenious method to compare the painting and the reality.
Brunelleschi poked a hole through the middle of his paintings and had someone peek through them from the back (with the painting facing away from them, in other words). They were peeking at the actual building. Then he would pop a mirror between them and the building, toggling from the actual view to the mirrored painting view. If the view of the building and the view in the mirror were identical, the similarity would have been striking.
Alas, none of Brunelleschi’s paintings exploring this technique survive (we know about the experiment from Renaissance biographers), and Masaccio died very young (26 years old, perhaps poisoned by a rival artist). But the use of perspective and vanishing points enervated and inspired artists for centuries afterwards.
The Generalist Academy 
The Brunelleschi mirror technique is demonstrated here: https://www.youtube.com/watch?v=G2BCdA23Kpg