In the manga yes, the Sage of Six Paths was the first to wield it then Madara Uchiha then Nagato and then Tobi who stole one of Nagato's eyes. In real life however no it is not real.
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Nagato is the first user of the Rinnegan in naruto
He was born with it. The Sharingan is a family trait passed down to some members of the Uchiha Clan.
After Konan died Madara (Tobi) found Nagato's body and he transplanted Nagato's rinnegan into his left eye.
he is the first shinobi to get it,he then gave it to nagato for some unknown purposes; maybe it was part of his scheming of world domination. the way he got it was pretty simple in theory: as it is said in the story the sharingan,the mangekyou sharingan and then the rinnegan are the strongest and the most noble of doujutsu. so after getting his eternal mangekyou sharingan he was able to unlock this rinnengan thus becoming as powerful as the rikudu sennin.
The Byakugan, the Sharingan and the Rinnegan.