One contender may be Zoroaster who thought slavery was wrong. One of the policies (not without exceptions) of the Achaemenid empire was to ban slavery.

Source: http://www.zarathushtra.com/z/article/dgm/vol2.htm

"The concept of slavery is alien to Zarathushtra's teachings, and no caste system or class privilege is recognized in the Gathas."

From the book "Slavery and society at Rome" by Keith Bradley

the Author quotes Greek philosopher Alcidamas from the 4th century BC "freedom was common to all and that no one was born to be a slave" though it is not clear if he spoke of Helots (Spartan serfs) or slaves. (p 134)

In Rome of the first century AD the Stoic philosopher Seneca acknowledged that slaves were humans too with morals and feelings and that slaves should not be treated with arrogance. Also Marc Aurelius (the philosopher who by coincidence was also the roman emperor) would later acknowledge the humanity of slaves;

However stoicism had the aim of improving the morality of the slave holder, not the liberation of the slave. (p. 136)

There's two specific questions here, both of which I think will have interesting answers:

1. Who first stated that it was wrong to enslave certain people: ethnic groups, social classes, followers of the dominant religion, people above or below a certain age...?

2. Who first stated that it was wrong to enslave anyone, regardless of who they were -- that slavery itself was an evil?