The coinbase transaction is the first reference point for the first signature.  The coinbase transaction is unsigned and only contains outputs.  Each transaction that spends an output from a coinbase transaction will have a reference to the coinbase transaction output being spent and that is where you'll find the first signature in the chain.

Since there can only be one coinbase transaction per block, I suppose you could sort of think of the block hash as a coinbase "signature" since you can't change the coinbase transaction without modifying the block hash and doing so would require you to perform the proper proof-of-work to replace the block. If you could manage to add your own output to the coinbase of the most recently mined block, and then find an appropriate hash for that block AND then mine the next block before anyone else does (making your chain one block longer than the existing one, you would replace the original block in the blockchain for everyone and your block would become the official one.