I'd (idiosyncratically) consider Thales' pupil Anaximander the first philosopher, as we understand 'philosopher' today, and consider Thales more the ur-scientist. From what little information remains about them, Anaximander's doctrines were more traditionally metaphysical than Thales', and he was a deeper and more systematic thinker; we also have a single line of actual prose from him, the oldest extant piece of philosophy in human history (excepting maybe some stuff from the Upanishads).