The first dated Hebrew printed sefer was Rashi's commentary on Torah, which was printed in 1475. From the Jewish Encyclopedia:
The date at which printing in Hebrew began can not be definitely established. There is a whole series of works without date or place (12-21) which experts are inclined to assign to Rome (where Latin printing began in 1467), and any or all of these may be anterior to the first dated work, which is an edition of Rashi's commentary on the Pentateuch, published in Reggio, Calabria, by Abraham Garton, Feb. 5, 1475. It may be assumed that the actual printing of this work took some time, and that it was begun in the latter part of 1474. Even this must have been preceded by the printing of the four parts of the Ṭurim of Jacob b.Asher, finished July 3, 1475, in Piove di Sacco by Meshullam Cusi, which must have taken considerably longer to print than the Rashi.
There is a picture of the Rashi commentary here, as well as more information about the birth of Jewish printing.
Wikipedia also has a chart of a 101 of the earliest printed sefarim.