1838, July 6: Inspector Hemer and the Fireball
On the night of July 6, 1838, Inspector Hemer of the Liverpool police, England, was patroling the long boundary of Toxteth Park on horseback when he witnessed a flash of "lightning" that drew his attention to a great ball of fire which hung motionless over a nearby field. For about two minutes that ball simply hung in place; then it emitted showers of brilliant sparks and sunk slowly to the ground and disappeared. The brave inspector turned his horse around and rode away as fast as he could.
False Lead... Big Time
The earliest I've been able to find the above story - and I have dug quite a bit - is an article published in June 1961 in an issue of Flying Saucer Review by an author named J. Vyner. Not only is this earliest reference over 140 years later than the supposed incident, it also forms a key part in a theory that Vyner is presenting in his article that the fireball above is a space vehicle arriving on earth to rescue a stranded alien... but Vyner's article relies on a lot of false evidence. So the above event is suspicious not only for its lack of trackable history, but also for its convenience to the theory it first appears with. Until an earlier source can be found, this event must be considered a False Lead, an event that never happened to begin with.
And just in case you're wondering about the rest of Vyner's article about the stranded alien, you can jump to a summary of Vyner's questionable evidence at the "See Also" link below.