The Egyptians, Sumerians, Chinese, the Aztecs, all left us artifacts made of meteoric iron. In fact it is highly probable that in all metalworking cultures, the first things they made of iron were fashioned from meteorites.
Copper, gold, silver are commonly found in nuggets. These are clearly metallic and readily cold worked. But Iron's preferred state is rust. Terrestrial iron is very, very rarely found in a metallic state.
It is likely that the first piece of iron they found, big enough to make anything out of, fell from the sky.