To get back to the first known automaton, we have to go all the way back to Greece in 350 B.C.E., and read about Archytas of Tarentum and his mechanical dove.
Archytas was a brilliant man with a keen mind for math, astronomy, politics and other disciplines. Some historians consider him a founder of mechanical engineering.
Concrete evidence is scarce, but it seems that Archytas used his knowledge to fabricate a wooden dove (which may actually have been a pigeon) that could fly hundreds of feet into the air while tethered to the ground.
It likely worked because of either compressed air or steam. Some speculate that the dove worked via a pulley and counterweight system to hop from a lower to a higher perch.
Regardless, the legend of Archytas's technological prowess and his wooden dove have survived for centuries.