In my opinion, there was no first rock and roll record, just as there was no first modern novel. However, if I had to choose a first rock and roll record, it would be "My Daddy Rocks Me (with a Steady Roll)" By Trixie Smith (1923). The melody of this tune later showed up in "Around the Clock Blues," a hit for several artists, including Johnny Otis, in 1945, "Reelin' and Rockin'" By Chuck Berry (1958), and "Mother Goose Twist" by Teddy Randazzo (1962).
In their 1982 book What Was the First Rock 'N' Roll Record?, Jim Dawson and Steve Propes analyze 50 candidates, arranged in chronological order, from Blues, Part 2 by Blues at the Philharmonic (1944) to Elvis Presley's Heartbreak Hotel (1956).