It's said Arceus came from an egg and created the universe after it hatched. So, I'm going with Arceus. But Mew is probably the first Pokemon that wasn't born from Arceus. So, honestly, this is a really difficult question for me to answer. They're both "first" in their own way.
Arceus created the three dragons, the lake trio, so those Pokemon all came from Arceus.
But Mew is the ancestor of all Pokemon, and contains dna of all of them, aside from the Lake Trio, the Dragons (Dialga, Palkia, Giratina). Everything started because of Arceus, but everything else came from Mew.
So, I'm going to have to go with both, for this one.
@ edit Dawn brought up Ultra Beasts and Deoxys. So, I agree with Dawn that not all Pokemon came from Mew, but Pokemon that came from Earth did.