An anecdote that involves the cynic philosopher Diogenes of Sinope (404-323 B.C.):
” When some strangers (visiting Athens) expressed a wish to see Demosthenes, he (Diogenes the cynic) stretched out his middle finger and said, “There goes the demagogue of Athens.”
Diogenes Laertius, Lives of Eminent Philosophers. Book VI. Chapter 2. 
So, there you go… The first recorded use of the middle finger!