That’s surely not true for a number of reasons. The UK wasn’t a thing, and modern English wasn’t a thing. Beowulf has a fair bit of jokes in it, and that’s some 200 years earlier, in Old English, than this thing.
Hell, I’m pretty sure Plato’s Symposium starts out with a three word pun. That’s Greek and not English of course, but the idea of picking out an earliest joke is just ridiculous.