On the First Wizards:
The books state outright that vanilla mortals can do magic, it's just really, really, really, really hard, to the point that it is impractical (when you could get the same or similar result using another method). Blood Rites included that mollochio (mallochio?) entropy curse ritual that could have been done by vanillas, presumably, since the power doesn't come from within themselves.
I believe it's also possible for vanillas to cut deals for power. Contact a demon or powerful Nevernever denizen, sell them an extra baby you had lying around, and get access to enough power to do real magic. I had assumed that's what Victor Sells did originally—he had a minor talent, worked at it, found a Sponsor, and used ritual magic to do his nastiness, with a side helping of thunderstorm-derived power.
Considering that Wizards' long lives are, per WoJ, a side effect of them using magic rather than a genetic anti-aging trait, I think it's possible that the first naturally-born wizards were those descended from vanilla mortals who cut deals or used enough ritual magic. It's closer to Lamarck's Acquired Traits theory than natural selection + Darwinian evolution, I think.
That could also partially explain why most wizards inherit their magic from their maternal line rather than paternal: their mothers were using magic while in the womb.
Obviously this is all speculation.