Final answer:
The statement is false. Data mining is an important step in analytics activities but isn't the first step, as data collection and preprocessing typically precede it.
Step-by-step explanation:
The statement that data mining is the first step of an analytics activity supported by analytics information systems is false. The first step in an analytics activity is usually data collection, where data is gathered from various sources. Following this, data preprocessing may occur, which involves cleaning and transforming the data into a suitable format for analysis.
Data mining comes into the process after these initial steps and involves exploring and analyzing large batches of information to discover meaningful patterns and rules. It is an important step, but not the first step in the data analytics process. Analytics activities are typically iterative, involving multiple steps including data collection, data preprocessing, data mining, and ultimately data analysis and interpretation, all supported by analytics information systems.