Salve Aeneas
The first God was said to be Pater Matutinus, also known as Janus. There is not a myth to go with this as such, none that I know, but an implied Roman myth, and one definitely not Greek or Etruscan. Janus as the First God, the Beginning of All Things, Cerus the Good Creator (as He appears in the
Carmen Salii) is rather unique to Roma antiqua.
But for a Roman creation myth, if you can call it a Roman myth, Ovid did mythologized Lucretius' ideas on creation in the beginning of the
Metamorphoses http://classics.mit.edu/Ovid/metam.1.first.html
Vale optime et vade in pacem Deorum