U.S. Presidents have issued executive orders since 1789 (George Washington). The earliest one I could find specifically was the Louisiana purchase. The numbering system of Executive orders begins with EO 1, an order issued by Lincoln.
EO 1 was an official order made by US president Abraham Lincoln on 22 September 1862, during the American Civil War, that freed slaves in Confederate (southern) states. The order stated that from 1 January 1863 all slaves in states that were still rebelling against the Union would be forever free. Border states that remained loyal to the Union were excluded. Parts of the South that were then under Union control were also exempt. Thus, Lincoln went down in history as the man who freed the slaves, even though they were not freed in the Union until the passage of the Thirteenth Amendment, passed months after his death.