I don't know the first one, but here are a few
High School Musical (Encore Edition)
The Lizzie MCGuire Movie
Twitches (Bewitched Edition)
Wendy Wu: Homecoming Warrior
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Many have been G-rated but I think the first to be PG-13 is 'Real Steel'
All of the Pirates of the Caribbean movies are rated PG-13. This is because of the amount of violence, suggested themes and disturbing pictures. PG-13 is the highest rating for a Disney movie.
Black Hole (1979)---------------although i do not have an answer..... PG 13 did not begin use until RED DAWN in 1984. so thus, an answer of Black hole is incorrect as "MOVIE RELEASED" perhaps on video?
Disney's Prom is rated PG for mild language and a brief fight.
The first Disney movie was Pinocchio.