Alsalamu Alaykom, Is there a record when the first time women were required to wear the hijab (Like for instance Maryam the mother of Esa PBUH used to wear a head scarf)? Thank you

All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.

We have not come across any mention of the first woman who wore the Hijab for the first time in any of the resources which we have at hand. However, history books mentioned that Maryam (Mary) may Allaah exalt her mention, used to wear Hijab in her praying place and that her servant used to serve her from behind a veil and used to give her things from behind a veil.

In any case, knowing the answer to what you are asking is of no use, and not knowing it would not harm you. A Muslim should busy himself with what is beneficial for him in his worldly life and in the Hereafter, and learning matters that necessitate an action which brings him closer to Allaah. What benefit is there in knowing who was the first woman who wore the Hijab?  

Allaah Knows best.