This song was never recorded and probably never even performed, which begs a Zen question: if a song is written but no one ever hears it, does it make a sound?
In this case, the answer is "yes." The unrecorded song continues to make a certain kind of sound because it's the first one that Bob Dylan ever wrote. That's how Dylan recalls it, anyway.
In 1961 he told folklorist and author Izzy Young that "Song to Brigitte" was his first. In 1964 he said the same thing to journalist Nat Hentoff, this time adding that he wrote the song when he was 15 years old. In 1978 he repeated this recollection to Julia Orange in an interview for Women's Day.
Dylan also briefly mentioned the song in a March 1966 Playboy interview, where he added, "I don't recall too much of it. It had only one chord. Well, it is all in the heart."
We have only Dylan's recollection to go by on all of this, but Dylan expert Clinton Heylin has found no research to suggest a better candidate for "Dylan's first song." In Revolution in the Air, he cites it as being so.