Definately the original Mario. Then Zelda, then Pokemon.
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Mario first appeared as a character in 1981 in the arcade game Donkey Kong. The first Legend of Zelda game was released in 1986 for the Nintendo Entertainment System. It is safe to say that Mario was conceived before Zelda.
Mario came first
The very first game was The Legend of Zelda. It came out in 1986 in Japan, 1987 in US and Europe.
The first legend of Zelda game (Named The Legend of Zelda, unsurprisingly) came out in 21st February 1986 for the NES (Nintendo Entertainment System) this was in Japan, in America it came out in 1997 for the same console
Arceus was the Pokemon who created the world and the first Pokemon in it Mew therefore Arceus came first but still leaving Mew the first Pokemon.