The world's first computer bug was just that, a bug, a moth to be exact.
In 1945 Grace Murray Hopper and her team were working on the Harvard University Mark II Aiken Relay Calculator.
On September 09 1945 the computer started experiencing problems and a moth was found between the points of Relay #70 in Panel F.
The moth was affixed to the computer log and they reported that they debugged the machine, thus coining the term 'debugging'.
For the record; the term 'bug' was used by Edison to report problems with his inventions, but it's origin may go back even farther.