According to the Greek poet, Hesiod, KHAOS, the Great Void, was the first being to emerge at creation. According to a variety of sources, she birthed other protogenoi (proto-YEN-oy) or primordial beings, like Eros, Nyx, Tartaros, Erebos, Aether, Hemera, and Gaea. Some say the Moirae, or The Fates, came from Khaos as well.
Here's a little information on a few of the Primordials, just so you have the basics (and for when you read Task Force: Gaea).
EROS, the embodiment of love, was viewed by a primordial emerging fully formed at the dawn of creation, but also as the son of Aphrodite—depends on the source.
NYX, night incarnate, allegedly gave birth to many beings, including Moros, Ker, Thanatos (Death), Hypnos (Sleep), the Hesperides, the Keres, the Morae, Nemesis, the Erinyes (the Furies), Hekate, et al. Again, different sources!
TARTAROS, the great pit of the underworld, was where souls experienced unimaginable torment.
EREBOS, darkness incarnate, spouse of Nyx. Some say he was the son of Khaos.
AETHER, the protogenos of the bright, upper air of heaven, where light existed, and son of Nyx and Erebos, or just Khaos.
HEMERA, protogenos of day, daughter of Nyx and Erebos, or just Khaos.
OURANOS, the starry heavens, was the son/husband of Gaea.
GAEA, the earth itself.
OUREA, the protogenoi of the mountains.
PONTOS and THALASSA, protogenoi of the sea, male and female, respectively.
THANATOS, death incarnate.