The First Question
Philosophy in the Greek world begins at Miletus in the sixth century BC with a question and, more importantly, with a kind of answer. The question was what everything is ultimately made of, the archē, the origin and underlying principle. The novelty was not the question but the refusal to answer it with a god.
Earlier accounts explained the world by telling stories about agents: the sea is angry, the sky was fathered by someone. The Milesians replaced agency with impersonal principles that operate uniformly. That move, not any of their particular answers, is what makes them the first philosophers, and it is the move every science has made since.
Thales said the archē is water. The reasoning is reconstructible: water is the only substance familiar in all three states, all living things need it, and the earth appeared to float on it. He is also credited with predicting a solar eclipse and with the claim that "all things are full of gods", which in context looks less like piety than a proposal that matter is self-moving.
Anaximander, his student, made the sharper move. If the archē were water, he argued, water would already have overwhelmed its opposites, so the origin must be none of the observable elements but the apeiron, the boundless or indefinite. This is the first argument in Western philosophy for something unobservable on the grounds that the observable will not do the work. He also held the earth hangs unsupported at the centre of things, held in place by symmetry alone since it has no reason to move one way rather than another, an argument of remarkable purity.
Anaximenes proposed air, and added the mechanism the others lacked: condensation and rarefaction. Rarefied air becomes fire; condensed it becomes wind, cloud, water, earth, stone. One substance, one quantitative process, all the apparent variety of the world. That is the first reduction of qualitative difference to quantitative change, and it is arguably a deeper contribution than either of the other two answers.
Common pitfall: judging the Milesians on whether their answers were right. None was. What matters is that they made the question answerable by argument and observation rather than by authority, and that Anaximander was willing to posit something unobservable because the observable candidates failed.