It was the US. The 13 English colonies that made the country declared independence of Great Britain in 1776. But this answer only takes into account the independence from the Modern Age, that is, from 1453 to here. Without this parameter, it would be difficult to establish the first one, because the history of most countries is marked by invasions and changes of sovereignty. For example, the removal of Mongol rule over what is now China in 1368 may be considered an independence, but the territory and the form of government were quite different from today's. "The colonies existed in several phases of history and involving several peoples. You can not treat all systems of colonization in a generalized way, "says Professor Marc Jay Hoffnagel of UFPE. Still counting only from the Modern Age, in each continent the pioneers were Haiti (Latin America), Liberia (Africa) and Indonesia (Oceania). Check it out next door.