Calling it "the first" seems both myopic and awfully Eurocentric to me. Even pop culture history is enough to know that, for example, the ancient Egyptians often mummified pets.
Asking out of ignorance & curiosity: did other cultures make cemeteries before Christianity spread that practice? I specifically mean burial plots with marked graves, for which Egyptian mummified pets don't seem to qualify.
In some ways, ancient Egyptian culture was more progressive than modern puritan derived pop cultures.
Victorian era London loved to steal mummified cats and corpses to use in early medicinal rituals. Now instinctively one would assume they were primitive savages too, but the antibacterial properties of the pitch used to preserve mummies was recently discovered to be an effective disinfectant.
In general, culture was propagated through literacy, religion, trade, slavery, and wars. Even the ancient Greeks wrote about wandering Troglodytae.
Note people have on average dropped an estimated 23 IQ scale corrected points since the Victorian era. One may find some comfort in knowing the crass film Idiocracy was a documentary about the present. =3