From our Frequently Asked Questions:
Q: Did Greg Stafford own the first-ever copy of D&D sold, bought directly from Gary Gygax himself?
A: TL/DR - Yes.
As Greg himself told it in the now defunct Stafford Codex (retrieved via Wayback Machine):
The First Dungeons & Dragons Game Ever Sold
"I'd like to share one tale about D&D, from way back when.
After high school I used to work for Bergamot Brass Works, a belt buckle company out of Lake Geneva, Wisconsin. Real hippie job. I'd take buckles, hitchhike around the country and sell them to shops. After a while, though, I moved to California and stopped doing that. My friend and business partner, Jeff Platt, remained in the Midwest, selling buckles (we were called Buckle-itis).
Through the various circumstances described elsewhere, I'd decided to publish my first board game, White Bear & Red Moon, on my own. As I was finishing up work on it, I got a package in the mail from my old partner Jeff. His cover letter said, “I was picking up my catalogues from the printer the other day and there was this guy waiting for his stuff. I asked what it was, and he said it was a fantasy game. I said, ‘Hey, my buddy in California is doing one too! Can I buy one from ya?'"
Of course the guy was happy to, and so Jeff sent me this strange little box called Dungeons & Dragons.
Later on I wondered, “Heck, I wonder if that was the first one ever sold?" Well, I asked Gary Gygax if he remembered this incident and he did, and confirmed that it was the first one ever sold.
Man, do I ever now wish that I'd not lent it to my DM! I never got it back!"