For how long have deserts existed and which one would be the first to be created? I'm talking about arid, dry deserts, not the Antarctic or Arctic or any other icy deserts.
Deserts have existed since at least the Permian period (299-251 million years ago) when the world's continents had combined into the Pangaea supercontinent. Stretching from pole to pole, this land mass was large enough that portions of its interior received little or no precipitation, according the University of California Museum of Paleontology.
Pangaea broke into smaller land masses which were moved across the surface by tectonic forces, a process that both changed global climate patterns and the climate those continents were exposed to. As a result, current desert regimes date back to no more than 65.5 million years, according to this Encyclopedia Britannica article:
The desert environments of the present are, in geologic terms, relatively recent in origin. They represent the most extreme result of the progressive cooling and consequent aridification of global climates during the Cenozoic Era (65.5 million years ago to the present), which also led to the development of savannas and scrublands in the less arid regions near the tropical and temperate margins of the developing deserts. It has been suggested that many typical modern desert plant families, particularly those with an Asian centre of diversity such as the chenopod and tamarisk families, first appeared in the Miocene (23 to 5.3 million years ago), evolving in the salty, drying environment of the disappearing Tethys Sea along what is now the Mediterranean–Central Asian axis.
Which would put the oldest of "modern" desert somewhere in the region of what later became North Africa or South Asia.
My first thought would be the fact that deserts are associated with descending air from the upper Troposphere so therefore, the formation of Pangaea would produce a situation of low or no cloud cover as there would be little inland waterways and therefore, energy would escape out to space in the evening and be replaced by descending cooler and denser air that would heat up in the desert environment from friction and a rising sun toward its zenith. I question if the early earth could be considered a desert only from the point of view that air would be rising more at this time due to the intense heat from a hot earth and one that was still growing from bombardments.