Consecrated Oblivion
I don't know if you would count Fates Warning, but they're pretty awesome.
I know many a respectable person who says Dream Theater took their sound from Fates Warning, so it's very possible they came first.
But Queensryche was Prog starting with
The Warning, so that solves the mystery of who technically started it.
And as for me, The Nice and The Moody Blues are my two favourite Progressive Rock forefathers.