There are several regiments that deserve the designation of true firsts. The first colored regiment to be formed totally from escaped slaves from a Confederate state is the 1st South Carolina Volunteers formed 31 January 1863.
The 1st Louisiana Native Guards was a regiment of free men of color who volunteered to serve the Confederacy from New Orleans on 2 May 1861. The Confederates would not use them and many of the soldiers eventually formed the 1st Louisiana Native Guard Regiment (US) in 27 Sep 1862. There were three Native Guard Regiments the 1st was of free men of color, the 2nd was made up of liberated slaves and the 3rd was composed of run away slaves. These units participated in the first organized assault on the defenses of Port Hudson 27 May 1863.
The 54th Massachusetts Vol Infantry, formed of runaways and some free men of color, was formed in March 1863. Their first combat action was on James Island 16 July 1863.
But the first colored unit to be engaged in combat was the 1st Kansas Colored Volunteer Infantry which was engaged 29 October 1862 in the Battle of Island Mound, Missouri where they were lured into a rebel trap from which they fought their way out achieving a victory.
The very first African American Regiment was the 1st Rhode Island Regiment of the Continental Army which served from 1775-1783.