The first vascular plants were:

Vascular plants are those which have well developed vascular tissues, xylem and phloem.

A) Algae are simple, thalloid and without vessels.

B) Bryophytes have a body more differentiated than algae and have root-like and leaf-like structures but lack proper vessels.

C) Pteridophytes are evolutionarily the first plants to develop true vascular tissues, xylem and phloem.

D) Angiosperms have true vessels but are not the first plants to possess them.

So, the answer is 'Pteridophytes'.