The first permanent Spanish settlement in North America was St. Augustine in what became Florida. It was established in September of 1565.
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The first English colony in North America was Roanoke, the settlers arrived in July 1584.Roanoke (in present-day North Carolina) was the first colony, but it was a dismal failure. The colonist disappeared without explanation and it came to be known as "The Lost Colony". About 20 years later Jamestown was established.
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Most were brought to North America between 1650 and 1800. Most arrived on Spanish ships. During this period of time these Spanish ships delivered about 12 million black people all over the world. Only 645,000 were brought to what is now known as the United States.
In 1607, the settlement of Raleigh was founded in the Virginia colony. It was the first British settlement of its kind in North America.
If you count Roanoke as the first colony, then, it would be Jamestown. If you count Jamestown as the first, then it would be Plymouth.