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.