If Zelda is an RPG, then Adventure for the Atari 2600 is an RPG, and that pre-dates Zelda by more than a decade.
And actually, I think it's a stretch to call Zelda an RPG, more just an adventure game. RPGs typically involve multiple character types where your attributes change or improve over time. The line is a bit blurry though, so it's hard to give a definite category. However, even if Zelda is firmly in the RPG category, it is definitely not the first one by a long shot.