Of course, there are those rumors that the Russians put people into space before Yuri Gagarin, but hushed up the failures, because having the western world find out about the poor cosmonauts spiraling off into the void while cursing the people in mission control would be bad for their international image.
Whether they're accurate or not, we'll never know.
Yuri Gagarin was the first human in space (that we know of.) The first object in space was the German V2 rocket, sometime in 1942, which would technically make Nazi Germany the first nation to travel to space.