I googled that Bismarck was the first to implement welfare state, but did he came up with the concept and was he really first to implement it? I heard that Martin Luther came up with welfare state or something like of it, I don't know if this is true, please tell me.
I would argue that the concept of a welfare state goes back almost as far as the concept of a state does, just to varying degrees. Almost all states have had some manner of social safety nets and there is a very good reason for this, social safety produces social stability. Basically, the welfare state is a counter-measure against social instability. Ancient examples include the Rashidun Caliphate which collected taxes and used a portion of them to stockpile food and care for "the needy", in a sense that is a very rudimentary form of wealth redistribution.
Historically there have been other examples of basic welfare projects. Religiously affiliated almshouses is one form, poorhouses, workhouses and government run farms are others. However, these are at best rudimentary precursors to modern welfare states.
What usually defines the modern welfare state (as opposed to older variants of social welfare programs) is their universal nature and connection to the state (rather than say relying on the chairty of a church as with almshouses).
The term "welfare state" as such did not come into wide use until WW2 with the publication of Christianity and the Social Order by Archbishop William Temple.