Some people say that it was first said to Suryadev Vivasvaan and other say, it was recited to Arjuna, Sanjay and Drithrashtra? So, who is supposed to be the first to hear Bhagavad-Gita?
As per my knowledge of Mahabharatha, Krishna has given the knowledge of Shrimad Bhagavad Gita to Arjuna in the middle of battlefield i.e. Kurukshethra (as written by Vyasa Bhagawan himself). Sanjaya had was provided a power to know what's happening at other places and he has listened to Gita from the court of Dhritharastra. Sanjaya also explained this to Dhritharastra.
It was first recited by the Supreme Lord to Surya, best known for being the father of Mahabharata character Karna, Ramayana character Sugriva and also for giving the Akshaya patra to Yudhisthira.
From Bhagavad Gita Chapter IV:
"The Holy One said,--'This imperishable (system of) devotion I declared to Vivaswat: Vivaswat declared it to Manu; and Manu communicated it to Ikshvaku. Descending thus from generation, the Royal sages came to know it. But, O chastiser of foes, by (lapse of a) long time that devotion became lost to the world. Even the same (system of) devotion hath today been declared by me to thee, for thou art my devotee and friend, (and) this is a great mystery.'
It is clearly said that the first Bhagavad Gita was recited to Sun God. Vivaswat is Sun God.
The supreme lord recited to Arjuna too but after many ages and eons later in Dwapara Yuga.