That link brings back old memories :)

First clan to the best of my knowledge is FBG. However, they weren't an official clan at the time from what I understand.

Assuming FBG is not counted as official, REGL was the first official clan. WM was second. Soon after that, clans like Juggernauts, [P], Warlighters, #elite!, Apex, [x], and some others were made.

We were the first to buy a clan, but looking at when players had clan tags in their name it would seem that FBG were the first to do that since some of them already had FBG in their name when they joined in 2010.
Eagleblast first put [REGL] into his name in May 2011, so I think we were the next after FBG but I have no idea.

"FBG is not really a clan" - I think we can claim 1st clan on warlight then? :P

http://theunofficialwarlightclans.wikia.com/wiki/The_History_of_the_Warlight_Clans

Seems there is a tie betweeen REGL and FBG (although many clans are left off from this)

The official data is with REGL