I've been doing my research about film adaptation. The object is a novel and film of "To Kill a Mockingbird". Now, I've seen on wikipedia that the first film that ever been adapted was Greed in 1924 (novel by Frank Norris and film directed by Erich von Stroheim) but then I read it in lots of article that there were earlier adapted works before that, such as Frankenstein in 1914 and Romeo and Juliet.
Cinderella was originally adapted in 1899. Technically it was adapted from a story in an anthology, but it's pretty darn close.
There's also "Trilby and Little Billee" from 1896 and "Death of Nancy Sykes" from 1897 although both are better characterised as single staged 'moving scenes' rather than actual movies with plot lines.
For the record, Frankenstein was originally adapted in 1910 by Edison Studios
There is no way to "prove" a definitive first, as 75% of silent films from before 1930 have been lost forever. Silent movies adapted hundreds of books into films. Here is an example that explicitly shows that THE SHUTTLE (1918) with Constance Talmadge was adapted from the book. The advertising flyer is in the form of a book (here shown opened so that it can be seen better).
Charles Dicken's OLIVER TWIST was the basis for the short scene film THE DEATH OF NANCY SYKES (1897).