No, indeed, the aeroplane was by no means the first thing to fly. Obviously we start with natural organisms that have flying ability. Insects and birds were first and the stone fly is believed to be the ancestor of flying insects.
Then man-made objects that flew: you must consider lighter than air vehicles before heavier than air vehicles, the aeroplane being the most modern of these. Leonardo da Vinci designed the Ornithopter in 1485, patterned after birds or bats flight. There is no evidence that he tried this out, but for the next 400 years, this is the pattern people attempted.
Swedenborg's Daedalianin 1713 was a remarkable design with some attempt at control mechanism. in 1804 Sir George Cayley flew a helicopter after his first design in 1796, a model helicopter with contra-rotating propellers. Hundreds of women and men attempted to fly in gas and hot-air balloons before airships, gliders and aeroplanes, and the Wright Brothers famous flight.