By fiction, I mean presented-and-expected-to-be-received-as-s
Also, it must be first-person through and through. A first-person narrative embedded in a larger third-person narrative doesn't count, which rules out the epic of Gilgamesh, if I remember right.
I also rule out lyric poetry that presents generic situations (e.g. the lover is rejected and is feeling sad) that may or may not have actually occurred. We're talking stories here, in prose or verse.
I'm sure there will be many a borderline case, of course.
I haven't checked, but I think The Golden Ass is first person. Any advance on that?