As you may already know, a composite material is, by definition, »a material that is made of two or more different materials, differentiable at a microscopic level, which specific properties are better than their separated properties».  
 
Just like any topic related to discovering the first application of any new technology, there is still some debate about which was the first composite material developed by humankind. The answer heavily depends on your own interpretation of the definition aforementioned, and also the reliability when dating ancient discoveries.  
 

Many researchers point out that the first uses of composites date back to 1500 B.C. when early Egyptians and Mesopotamian settlers used a mixture of mud and straw to create strong and durable buildings. The mud acted as a matrix for the random straw reinforcements! Mesopotamians also used straw also to provide reinforcement to ancient composite products including pottery and boats.  
 
Funny to think that 3500 years ago humans manufactured the first composite material, in a time which this definition was far away from even existing, isn’t it?