I'm prepping for a presentation and was wondering: who was the first to
actually thermal.

I assume that early glider pilots noted soaring birds and thought "there
must be rising air where they're turning and climbing." I've read a few
references as to WHEN it was achieved by glider pilots (but not a firm
date). I haven't found details as to who genuinely went after one, where it
happened and what they were flying. I'm guessing part of it was trial and
error while slope soaring...followed by "ah-ha!"