Baseball Almanac does not recognize those who played in the National Association (1871-1875) as "Major League players." Some resources/books do. If you do then the first player from Cuba was Esteban Bellan who made his debut on May 9, 1871, with the Troy Haymakers.
Did you know that during the late 1800s at least seven Canadians altered their birth certificates so they could play baseball and avoid the restrictions set forth by the 1894 Alien Exemption Act?
Ed Porray of the Buffalo Buffeds made his Major League debut on April 17, 1914 and his place of birth is listed as "At Sea - On Atlantic Ocean" — another first.