Here's a truly classic, fun 1890 book on soap bubbles by physicist C.V. Boys. He might have been the first to understand them, but since all you need for making them is soap, water, and a tube ( like a hollow reed) it's impossible to say who blew the first ones.

Boys also created a machine to blow big smoke rings, set it up in the window of his office at the Royal College in London and apparently became very good at targeting people walking by. He should at least have a Google page on his birthday.