The Olympic Hymn of 1896. The text is by Kostis Palamas, the music is by Spyros Samaras.
It was presented for the first time in the opening ceremony of the first modern Olympic Games.

The Olympic Charter was first adopted in 1908.

First Marathon distance, 26 miles 385 yards; 42 km 195 m,

For the first time the teams and competitors were representatives of countries and not of clubs or just individuals..

Electronic timing introduced

Photo finish equipment first used in close finish track events.

First known twins to win Olympic Gold (Carlberg brothers, shooting)

Introduction of athlete carrying a sign with the name of the respective country on it.

First Olympic Arts festival.

The honour of swearing the first oath fell to the Belgian polo player an fencer Victor Boin.
The Olympic oath

Defeated in WWI, Austria, Bulgaria, Germany, Hungary and Turkey are not allowed to participate. 

First time of innovation at the Antwerp Games was the releasing of thousands of white doves at the opening ceremony as a symbol of peace among nations.

The Paris Games were the fist to have an Olympic Village for the athletes.

Olympic motto first officially used.
The president of France, Gaston Doumergue, opened the first Games to adopt the slogan:
"Citius, Altius, Fortius" (Swifter, Higher, Stronger)
 It was pronounced for the first time from the Dominican father Eric Dinon and was
 adopted in the 1924 Paris Olympic Games.

1924 - Technology begins to win a place at the Olympic Games with the event's first live radio broadcast. 

First Olympic Winter Games held in St. Moritz. 

First introduction of large results board. The objekt of a score board was to publish the results of the events immediately.

Women allowed to compete in track and field events.

First time Greece led parade of nations.

Slow-motion film techniques used to judge close finishes; women's track and field competitions held for first time.

The photography rights were sold to a commercial firm.

The stop-watch and photo finish were first used at the Olympic Games in Los Angeles, California. When officials found it impossible to determine the winner of the 100 meters race by  naked eye and stop watch alone, newsreel film was analyzed to determine that Eddie Tolan (U.S.)  was the gold medal winner. 

First time the national anthem from the winner's country was played and the
national flag of medallists raised.

First Olympic torch relay.               1936 Torch relay

First Olympic Film

Athletes entered during the closing ceremony en masse for the first time to signify the friendship of the Games

Although live television coverage of the Olympic Games was available internationally for the  first time, Europe and the US boycotted the sale of television rights to the Games. As a result, only six pre-recorded, half-hour programs were accessible on a few independent channels in the U.S. 

Free of television rights boycotts, the summer Games held later that year  in Rome were the first to be fully televised. 

In the Games of Munich in 1972, the judges took the following oath, for the first time: "In
the name of all judges and officials, I promise that we shall officiate in these Olympic
Games with complete impartiality, respecting and abiding by the rules, which govern
them, in the spirit of sportsmanship".

First woman oath,  Heidi Schüller, Germany

Information technology was key to the running of the Games, and web hits during the Games in Sydney escalated to 11.3 billion.