The very first actual comic strip was printed in 1837 in Switzerland by artist Rudolph Töpffer. It was clearly a series of drawing telling a sequential paneled storyline and was the only thing of its kind until 1895 when Richard Outcault began drawing The Yellow Kid in the States. (Some will argue that that the German Max and Moritz from 1865 be included, but the pictures do not depict a narrative stream of events.)
In Swiss the name of the strip is Histoire de M. Veiux Bois, but it was of course changed when it reached the states in 1842 in a New York paper called Brother Jonathon. Brother Jonathon, just fyi, was the precursor to Uncle Sam. He was the personification of the United States for many years. Although the origin of the name is unknown, it was initially used during the Revolutionary War by the Loyalists when derogatorily talking about the Patriots and later appropriated by the victorious Americans as a figure personifying their country.
Meanwhile, back in the Land of Relevancy, as far as The Adventures of Obadiah Oldbuck goes, the strip centers around Obadiah Oldbuck attempting to woo and run off with his “Ladye Love”, a venture which continually fails. It was eventually collected and published as a 40 page book, thus becoming also the first comic book of all time.
It is before the advent of the “word balloon” and thus uses captions.