Of course, this depends on who counts as a "philosopher."
In the title of the question, OP asks generally if he was the first philosopher king. I can think of two good possible non-Roman alternatives. Based on Plutarch's writing about him, Alexander the Great was a philosopher, since he loved learning and reading. Solomon also would fit many definitions of a philosopher. His desire and attainment of wisdom were both considerable. Many of the proverbs in the Biblical Book of Proverbs are attributed to him.
As to Roman philosopher-kings, I found these possible (debatable) earlier examples:
- Claudius was certainly a scholar. It is plausible that he wrote on philosophy, given that he seems to have had a broad set of interests.
- Domition, according to Brian Jones's "The Emperor Domitian" wrote about law and administration (the law, and parts of administration, falling under political philosophy).
- Antoninus Pius didn't produce any written works that I could find, but was known for his legal reforms that came about due to his concerns for equality. Marcus Aurelius also calls Antoninus Pius out in Meditations I.16 for his Stoic philosophy.
All other emperors prior to Marcus Aurelius (and most after!) were either much more practical administrators than "philosophers" or military men handed power after a coup.