Your question can be interpreted in several ways. Do you mean the first example of total war in the geographic area that would become the United States, or do you mean to focus on the English colonists specifically?

Spain had a much longer presence in the New World and established colonial outposts in New Mexico and Florida in the 16th century. Some would argue Juan de Onate's strategies to subdue pueblos who refused to ally with Spain, specifically Acoma Pueblo in 1599, employed a total warfare strategy.

The English colonists were late arrivals to the New World, and King Phillip's War took place only a generation after the Mayflower made landfall. Masasoit, the Wampanoag sachem who originally established a treaty with Plymouth to maintain the security of the settlement, died in 1661. Even before his death there were rumors of a Wampanoag and Narragansett alliance to confront the growing threat posed by English settlements. Masasoit's eldest son, Alexander, died while in custody and Phillip, the younger son, oversaw a period of uneasy peace. By 1675 tensions boiled over to outright conflict. Skirmishes and raids erupted along the frontier towns at Swansea then Middleborough, Dartmouth, and Springfield. The English retaliated with the Great Swamp fight, and attacked the Narragansett who had not yet fought, but sheltered Wampanoag belligerents. One year into the conflict the Massachusetts Bay colony announced any Indians associated with English deaths would either be killed or sold into slavery. By the end of the war more than 3,000 Native Americans died, and hundreds more were enslaved and shipped to Bermuda.

Not all English colonies inherited this total warfare strategy. Carolina was particularly belligerent as a means of promoting warfare to fuel the Indian slave trade, but by the early 1700s the growth of Indian confederacies, and the threat of French expansion, required a change in Carolina policy. Pennsylvania and New York likewise valued the importance of maintaining civil, productive relationships with the massive and powerful Haudenosaunee confederacy. Total warfare during the early colonial period was not the default setting for English colonists interacting with their Native American neighbors. They needed Native American alliances to survive, maintain trade, and learn how their European rivals were moving about the continent.