Wan was born on the 'Lion-Turtle of fire', the only element that it could give to humans for their use was fire, etc. so out of all the "cultures" that a person would become the first Avatar my money was on the Air nomads (or their ancestors) and I would have lost. But a (Proto-)Fire National-turned-first Avatar would have been my last choice and it would have been by default as I would have already chosen the other "cultures". (Side note: If the Sun Warriors where the first to bend fire why was the Lion-Turtle of fire's city so Sino-orientated and not Mesoamerican as they where in "The Last Airbernder"?)