If you want to get technical, the first was arguably 3D Monster Maze, released in 1981. There was also Battlezone, again 1981 - though it's debatable whether it counts as an FPS.
A more accurate answer would be id's own Catacomb 3D, from 1991.
Wolf 3D definitely wasn't the first by any stretch
I dunno, I kind of like the industrial silver. Wouldn't want it to get mixed up with my real bananas, after all.