I apologize but this answer will mostly be taken from my old answers.

Technically the first foreign state that that found out about Columbus at all was the Portuguese and their king João II. In fact he found about it before the Spanish Monarchs Isabella and Ferdinand, as on his return Columbus was driven to Lisbon by a storm before he could reach Seville, and had a audience there with João II. João seems to be cordial to Columbus at the time, but underneath the facade he was furious. João (vainly) considered himself and Portugal as 'rightful owners of any new discovered landsas I describe here. They based this position on various legal documents like (as I said before): "Treaty of Alcáçovas from 1479, confirmed by pope in his bull Aeterni regis, and also papal bulls from 1450s Romanus Pontifex and Dum Diversas". The thing is all those documents only grants right to Portugal south of the Canaries, in the direction of Guinea(Africa) and don't cover the case of going west and discovering lands in the latitude of Canaries, and north of it. João was probably further angered by the fact that Columbus used to be his subject and had asked twice the Portuguese king to fund him, which was refused.
No matter the legal standing, João began posturing and threatening, even preparing for war (probably in a ruse) before the matter was resolved (and the world divided) by diplomacy with Treaty of Tordesillas in 1494.

For the rest of the foreign powers we don't know who and when was officially notified. We do know that the Pope was immediately informed officially by the Spanish monarchs, as well as that the Monarch also sent some bragging letters to other rules, even though we do not know which ones exactly.

Unofficially, as I talked about here, we can trace the printed editions of letter of Columbus (translated to Latin in Rome) which circulated Europe in 1493, and see that by end of 1493 letters were available to be read in France, Low countries, Germany, Switzerland. We also have evidence that the letters reached England, various cities in Italy etc. What we don't have evidence though if those prints reached the Courts and rulers, and we can only guess they had. Finally in May 1493 (less then two months since the return of Columbus), pope Alexander VI proclaimed a papal bull Inter Caetera in which he gave all lands 100 leagues west of Cape Verde to the Spanish (this would be changed to 370 leagues by Treaty of Tordesillas in 1494) and it is possible that this bull would be sent to the other rulers, but I have no idea how bulls were circulated in that time.

Finally, you may look at my answer for the question How quickly did news of the discovery of the new world spread across the old world? for more details