Friedrich Nietzsche seems to have written extensively about power but there seem to be much earlier philosophers who wrote extensively about power like Spinoza.
Who was the first philosopher to build a comprehensive philosophy around the concept of power?
Power is a very general term. You would need a definition of "power" that disentangles causal "force" from lifeforces, such as Hegel's Geist or Schopenhauer's Will and from the "power relations" entailed in social domination.
In general, I believe it is the latter in which the term "power" is most likely to be a central theme, as it is for Machiavelli, say, or Thrasymachus as portrayed in Plato's Republic or, in a very different vein, in Foucault. But these social relations are not really what you would call a "comprehensive" philosophy, as opposed to sociology.
To complicate matters, much of philosophy might agree in various ways with the old maxim that "knowledge is power," including the Delphic paradigm of "self-knowledge," overcoming not only social constraints and the limits of heteronomous forces, but one's internal desires and delusions as well.
Finally, we have the "power of persuasion," which is more the proper topic of philosophy than the physical powers at play in either nature or war. Much of Plato might be seen as a corrective to the "powers of persuasion" shaping the Polis in drama, epic, and rhetoric. In this, he hoped to elevate the mind above the sort of instrumental reasoning or violent conflicts in which the term "power" is most commonly applied.
According to Mainz's A Philosophical View of Power referenced here:
There is a long philosophical tradition relating the concept of "power" to that of "causation". Especially before David Hume gave his celebrated analysis of causation philosophers often thought that the concept of power - then used in a specific non-social sense - was fundamental for the understanding of causation, and through common sense there still is to be found some of that anthropomorphic view.
According to Dahl's THE CONCEPT OF POWER paper referenced here:
THAT some people have more power than others is one of the most palpable facts of human existence. Because of this, the concept of power is as ancient and ubiquitous as any that social theory can boast. If these assertions needed any documentation, one could set up an endless parade of great names from Plato and Aristotle through Machiavelli and Hobbes to Pareto and Weber to demonstrate that a large number of seminal social theorists have devoted a good deal of attention to power and the phenomena associated with it
So seems western comprehensive philosophy of power recognized by scholars started from Plato and Aristotle through Machiavelli and Hobbes, before Spinoza and Nietzsche. Aristotle discussed a lot about potential (Leibniz's Vis viva) vs actual which certainly is about power as the ancient version of causation, which could explain Zeno's arrow paradox as motion intrinsically encodes Vis viva (kinetic energy) while a static arrow doesn't...
The answer, was Nicolo Machiavelli.
Machiavelli, lived during the heyday of the Northern Italian Renaissance-(circa the 1400's). He was reported to have been a Diplomat or Politician from the Tuscan region of Italy....though apparently, he was not very skilled in Statesmanship or Diplomacy.
However, Machiavelli had more talent and success as a Writer, specifically, as a Political Philosopher. While Nietzsche discussed, "The Will to Power" and Spinoza, as well as Locke-(two centuries earlier), had their own political views, it was actually Machiavelli, who was the Founder or the Earliest Pioneer of Modern Political Theory.
Machiavelli's most famous-(and perhaps infamous) work was, "The Prince". It was a relatively short political treatise on the history and nature of Power and how it must be used effectively. The use and exploits of Power do not necessarily require a benign or sublime reason(s) or "justification", but instead, should be used effectively...for effectiveness' sake.
Perhaps the most famous quote from Machiavelli was, "The End justifies the means". If you notice the language, it is in reverse order. Typically, we tend to hear, "A means to an end-(or the end)". However, Machiavelli, rather cynically, rearranged the order of this famous statement in order to underscore Power...for Power's sake. That is to say, manipulating any "end" or any extreme, in order to fulfill the mean or reach the result regardless of morality-(whether religiously or philosophically based. It should also be noted that Machiavelli viewed himself as "irreligious").
Essentially, Nicolo Machiavelli, was the West's first major "Real Politique" Philosopher. For Machiavelli, there was nothing idealistic, noble, sublime, or ethical about politics...quite the opposite. Machiavelli, was an unapologetic Political Realist and Pragmatist who viewed Politics as a necessary consolidation of power.....for the sake of power and had absolutely no interest in bettering the lives of citizens or the State.
