This question on early man would be worth x-posting to our sister sub /r/AskAnthropology
Senet is an exceptionally old game. As mentioned in the link, artifacts from 3500-3100 BC have been discovered which resemble Senet boards. But as with most "what was the first" questions, it's hard to give a definite answer on account of the fact that very little relevant evidence has been both preserved and discovered.