[Kransha]

I would think that, based on knowledge and experience, it wouldn't be very hard for the peoples of Arda to figure out weapon-smithing, but the question is, as you stated, who was first? Well, in my opinion, Aule and Melkor spread the locked up weapons around, Melkor to incite war and Aule to quell it. It stands to reason that weapons may not have existed among the elves and dwarves until they had need of them, when the threat of Morgoth was upon them. Aule gave the wisdom of crafting, but they might not have used it until Morgoth first captured and twisted elves into orcs, arming them with his dark weapons in the fortress of Angband. Perhaps then the good peoples of Arda became proficient in fighting and the making of weapons.