Musannaf Ibn Abi Shayba 34:158

Hussain narrated to us, from Za'idah, from 'Ata' ibn al-Sa'ib, from al-Sha'bi, who said: The first thing the Prophet, may Allah bless him and grant him peace, wrote was: "Say: O Allah." Then, when "In the name of Allah, its course and its anchorage" was revealed, he wrote: "In the name of Allah." Then, when "Indeed, it is from Solomon, and indeed, it is: In the name of Allah, the Entirely Merciful, the Especially Merciful" was revealed, he wrote: "In the name of Allah, the Entirely Merciful, the Especially Merciful."