Thomas Edison wasn't the first person to record sound. A Frenchman named Edouard-Leon Scott de Martinville actually did it earlier.
He invented a device called the phonautograph, and, on April 9, 1860, recorded someone singing the words, "Au clair de la lune, Pierrot repondit." But he never had any intention of playing it back. He just wanted to study the pattern the sound waves made on a sheet of paper blackened by the smoke of an oil lamp.
Have a listen (1860 version): http://www.nytimes.com/2008/03/27/arts/27soun.html