The answer lies in the Scriptures of Delhi, specifically in the collection of writings known as "The Vampire Bible".
The first vampire started out as not a vampire at all, but as a human man named Ambrogio. He was an Italian-born adventurer who fate brought to Delphi, in Greece. You can read the full story here, but in a nutshell a series of blessings and curses transformed this young man into history's first vampire.
Specifically, it began with the sun god Apollo (Greek mythology), who in a fit of rage cursed Ambrogio so that his skin would burn should it ever touch sunlight again. Ambrogio's bad luck followed when he ended up gambling away his soul to Hades (Greek mythology), the god of the underworld. The next curse came via Apollo's sister Artemis (Greek mythology), the goddess of the moon and hunting, who made it so that Ambrogio's skin would burn if he touched silver.