The first slave (as opposed to indentured servant who would work for a period until repaying their passage and gaining their freedom) was John Casor.
It was a Northhampton county court that ruled John Casor could be held in servitude "for the duration of his life". He was the first slave, and he in fact owned by a black man (Anthony Johnson, formerly an indentured servant himself). Because he was black the court decided he didn't have the rights of an English subject under common law. It was the beginning of black slavery in the U.S. The Virginia legislature codified slavery not long after.
Tonight after seeing your discussion of early slavery in Connecticut and Virginia, I thought I would look up slavery in New York. Here is what I found (caution, it is from Wikipedia). See: Link
Slavery in New York began when the Dutch West India Company imported 11 African slaves to New Amsterdam in 1626, with the first slave auction being held in New Amsterdam in 1655. ...
I found mention in the Wikipedia article of the Dutch West India Company which imported slaves to New York and mentioned the company's stations in Angola.
While the majority of shipments went to the Dutch colonies in the Caribbean, a number of slaves were not imported directly from the company's stations in Angola to New Netherlands to clear the forests, lay the roads, and provide other public services to the colony.
By the way, the John Casor legal case in Virginia that declared him in servitude for the rest of his life was in 1655. Slavery of Africans in New York/New Amsterdam had been practices since 1626. I would not be surprised, however, if there were slaves in Virginia earlier than Casor.