I would love to experience X-COM UFO Defense, but the only X-COMs I’ve played to any extent are the two “modern” Firaxis games. Going back to the originals is a real effort, especially without having the manual to hand.
If you want to get technical, the first was arguably 3D Monster Maze, released in 1981. There was also Battlezone, again 1981 - though it’s debatable whether it counts as an FPS.
A more accurate answer would be id’s own Catacomb 3D, from 1991.
Wolf 3D definitely wasn’t the first by any stretch
When I did a legendary Combat Evolved solo run, there were one or two speedrunning strats I borrowed. Probably could do the same for H2 - one of the later levels, you can skip entirely if you do it right.