Well, if you mean the first ever capital in the Revolutionary War under the Articles of Confederation, then it was Philadelphia, Pennsylvania.
New York City, New York was the first capital of the United States of America under the Constitution (our current system).
George Washington, the first president of the United States of America, was sworn in, in NYC .
The First Continental Congress met in the Carpenter’s Hall in Philadelphia, Pennsylvania in 1774. This fact gives Philly a strong claim for pre-eminence in the first capital question. It certainly sells this role in history with the historical quarter around Independence Hall, the Liberty Bell and the Constitution Centre. Philadelphia’s position was bolstered by hosting the Second Continental Congress in 1775.