Apparently, Edison wasn't first. You can go here to listen to a woman singing a French folk song, recorded in 1860 -- a full 17 ears before Edison's first audio recording. The recording technology employed was crude to say the least. Apparently there wasn't even an option for playback:

American audio historian David Giovannoni recently discovered a phonautogram, captured using a phonautograph, a device created by Parisian inventor Edouard-Leon Scott de Martinville that created visual recordings of sound waves, the Associated Press reports. The phonautograph could not play them back.

De Martinville was quite a visionary: recording sounds in anticipation of a future in which the technology would exist to play them back. And here we are, nearly 150 years later, living in that future.