Talos definitely was not the first dragonborn, only the most famous. Jurgen Windcaller wasn't necessarily either, although he appears to have been amongst the first at least. Imperial propaganda pegs St. Alessia as the first to officially bear the title, but it's Imperial propaganda so it may or may not be true. The imperial connection to the dragonborn is detailed here:
http://www.uesp.net/wiki/Lore:The_Book_of_the_Dragonborn
However, when going up to High Hrothgar, there are stone tablets you can read that tell an older story, you can read that here:
http://www.uesp.net/wiki/Skyrim:High_Hrothgar
Stating that a dragon named Paarthurnax originally taught men the Voice. It implies that Jurgen Windcaller was there during the Dragon Wars but it does not state or even imply that he was the first to master the Voice.
Now maybe some of this is common knowledge, I've never gotten farther in Skyrim's main story than the first trip up to see the Greybeards, so anything that is revealed as part of the main storyline is knowledge I don't have, all I'm going on is the lore I could dig up on the UESP wiki.
But as Maniacal pointed out earlier Bethesda loves their retcons. And their writer's haven't shown more than faint glimmers of competence in at least 3 games. So it's possible this guy will turn out to be a totally EVIIIILLLL Tiber Septim or something, I dunno, your guess on that is as good as mine.