What was the first country to use electricity?

Use it how? Read the reference, which is a history of the electric light bulb. Major developments were made in England, Canada, and the US. the story of the development took many years. At what point do you say "this is the first country to use electricity"? I don't know.

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This question has no clear cut answer. Electricity was being used a little from two hundred years ago in many countries. It is just possible it was used thousands of years ago for electroplating (look up Baghdad battery) but probably we will never know.

As far as modern electrical systems are concerned, there were developments more or less simultaneously and independently in many countries. I think that once the galvanic battery was available (1799 - Italy) discoveries took off, and applications for electricity started to appear. The link between magnetism and electricity lead to the discovery/invention of motors, generators, electromagnets, galvanometers, relays and early telegraph during the 1820s. This period also saw most of the basic physics determined and explained. By the late 1860s electric telegraph systems spanned all continents and crossed the world under seas and some oceans.

Faradays first motor was a pool of mercury, a bar magnet vertically above it, and a piece of wire dangling beside the magnet. When current was connected the wire wanders round and round the magnet. This was a different type of motor altogether to what we know. Versions we can recognise were around within a year or two of Faraday. It took 40 or 50 years for motors and generators to mature and be developed into practical effective machines, with supporting systems suitable for commercial enterprises. They were taken up here and there along the line. Those who commercialised things often took major credit.

An electric buggy was made in 1840 in the US, does anybody know who that was? It wasn't commercialised, so see what I mean. See the third link. Sorry no details. This same man built the first US telegraph (only a year before Morse) and a telephone (short range) that well and truly predated Bell, as well as numerous other breakthroughs. He was truly ahead of his time, and apparently the US patent office thought so, in refusing his telegraph patent.

As can be seen technology is an evolutionary thing. Whoever is credited with discovering something was often predated by others who received less credit for one reason or another (perhaps less entrepreneurial). The new discoveries are the origins of technology, scientific analysis leads to explanations and understanding, these cause break throughs that lead to commercial success eventually if there is a practical need. Things tend to appear all over the world at once because the technology of the time is ripe. The commercial takeup seems to take about 50 years from discovery. This is because of the need for public acceptance, the resistance from competitors, the need for supporting systems, as much as the advances in technology. While the technology advances to commercialisation any number of people (including amateurs and professionals) tinker with what they know of the machine and other things.

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Tesla deserves special mention. He was born in Austria/Hungary of Serbian parents and went to the US after developing his induction motor. He worked for Edison but soon split. He was also far ahead of his time, and was derided at times by the establishment. He contributed greatly to the electrical system as we now know it.

Who Had Electricity First

I would say the first country to use electricity in a practical manner was the United States. Nikola Tesla and his polyphase (3-phase) system revolutionized the use and transport of electricity, right here in the good old USA. Edison and his Direct Current dynamos may have been used in foreign countries, but Alternating Current, derived from Tesla's generators proved more efficient, more reliable and more economical.

The United States, of course. Let us not forget the fact that Edison found practical use for electricity with his incandescent light bulb. Later we were the first to use generators to store and supply electricity too. Cool, huh?