I believe it was Mer. I found this: "The
Aldmer (meaning "First Folk" or "Elder Folk") were the original
Merethic Era proto-mer who settled
Summerset Isle and most of mainland
Tamriel.
They are often said to have been the first technologically sophisticated inhabitants of Nirn" on the UESP site.
It also mentions that the Beast ancestors from the Khajiit and Argonians were already present.
I also found something about Nedes, the oldest human race:
"Although the origins of the Nedic peoples are hotly debated, the most widely accepted theory is that they came from
Atmora in many waves, and after arriving in what is now
Skyrim they soon began to spread throughout much of Tamriel. While their beginnings are murky, the earliest known traces of human presence in Tamriel have been dated to the mid-Merethic Era circa
ME 1000."
However, using this page:
http://www.uesp.net/wiki/Lore:Merethic_Era
it says at ME 1000 —
Men appear on
Tamriel. That's in the late Meretic Era, while in the Middle Meretic Era this pops up: Return of the Elves, followed by this:
"The
Aldmer leave doomed and now-lost
Aldmeris (also known as 'Old Ehlnofey') and settle in
Tamriel. First colonies are distributed widely along the entire coast of Tamriel. Later, inland settlements are founded primarily in fertile lowlands in southwest and central Tamriel. They are significantly more sophisticated than other cultures, displaying power beyond what could be expected of the time. The literate and technologically advanced Aldmeri cultures drive the relatively primitive
beastfolk into the jungles, marshes, mountains, and wastelands. The
Adamantine Tower is rediscovered and captured by the
Direnni, a prominent and powerful Aldmeri clan."
So it seems that the elves were first in Tamriel, and thus also Skyrim.