(tl, dr at the end, the answer by user user18411 is mine from a former life on this site)
Addressing @MichaelWalsby's answer that contains numerous false claims and severe misunderstandings and lacks citing:
Forty years ago, protein electrophoresis and other molecular types of dating were pointing to a date of 4.5 million years for the separation of the hominid line from the pongid (great ape) line
Firstly, humans never seperated from the hominid line. They are a part of it. The stricter term "hominin" comprises the human clade (visit Wikipedia). The mentioned work at that time 40 years ago must be cited in order to count as a proof. I have no idea what you mean.
We now have Ardipithecus kadabba, dated at 6 million years BP, and Sahelanthropus tchadensis at 7 million years BP. These were bipedal hominids which had already split off from the common ancestor of the pongid line which led to modern chimps and gorillas. These early hominids were australopithecine-type creatures, small brained and still essentially bipedal apes, but having many characteristics similar to humans.
The mentioned Ardipithecus kaddaba plays not really a role, given the sparse remains. Generally claiming bipedalism for them is nonsense, maybe "facultatively bidedal", but less than later hominins and it is debated because the only evidence (a toe bone) does not belong to the found specimen.
The Austrolopithecines are not a homogenuous clade as the post implies. They split into the graciles (e.g. Laetoli, here clear bipedalism but 2My after the Ardipithecus) and robust ones (e.g. Paranthropus), that actually follow the gracile ones in time by more than a million years. Gracilty and robustness (watch the dentition !) are a pretty strong hint to the life style, but that's another story.
Sahelanthropus tchadensis is depicted as being bipedal, which is incorrect. The evidence is far too weak to tell with certainty. But its role as a possible common ancestor of the humans and chimps should be mentioned !
... but it is generally held that the first human was Homo habilis from Lake Turkana, Kenya ...
That is misleading. When speaking of Homo habilis (I had a professor whose last name was Bolus. We dubbed him Homo hobolus :-)) we generally refer to Koobi Fora. Though it is Lake Turkana as well, we refer to "Turkana boy" as a nearly complete Homo erectus skeleton.
All the most important hominid fossils were found in Africa, mainly East Africa.
This is nonsense. Very important fossils come from Europe, e.g. Dmanisi, Atapuerca, Tautavel, Schöningen, Mauer, Steinheim, no Neandertals are known from Africa but hundreds from elsewhere today and there a huge number of Middle and Upper Paleolithic sites all over Europe and parts of Asia, enough for a chronology from Homo erectus all the way to today, that has not been done in that granularity in Africa yet. Important modern human sites are from south Africa, Morocco and the Levant, not from east Africa.
The Palaeolithic, Mesolithic and Neolithic periods refer to the type of stone tools used by hominids at the relevant times. Palaeolithic tools were very primitive, and it usually takes an expert eye to identify them as tools rather than random fragments.
No. These expressions refer to a type of subsistence. Stone tools are used for finer classification. Pal. tools (middle and upper) were sophisticated to a degree that today only few (if at all) can replicate. Blade production in the upper pal. guarantees a high degree of standardization and reproducibility. Consider insets for composite tools like spears, if one breaks out it can easly be replaced, and much more. A tool is defined by its form, not by its use. But that leads too far, ask if you need more. But please be specific, like a time and a region, or else you send me away for days ...
They date from about the time of Homo habilis
Nonsense. They date from a time from 2.6My to the Upper-, End-, Epipaleothic (~10,000BP), whichever is encountered in an area. No industry is connected to Homo habilis because there is no clear association. But there are associations with Homo erectus (e.g. Acheulien), Neandertals (e.g. Mousterien, Micoquien, Levallois-technique, Chatelperronien, ...) and modern humans (uncounted, see answer below for a selection).
It is entirely possible that some of these tools were made by Australopithecines.
There is no such (undebated) evidence, to date. But i will not apodictically exclude it for the future.
and Neolithic tools were made comparatively recently by Homo sapiens and Homo neanderthalensis.
This deserves the term post factual piffle. The Neandertals were gone since more than 20,000 years when the Neolithic started. You, sir, have clearly no idea what a Neandertal or the Neolithic is ! Neandertal extinction happened around 40kyBP (some say 30), Neolithic emerged around 10,000BP.
The Great Pyramid was built in the copper age
Copper age is not an archeological term. We say Chalcolithic for a fully developed Neolithic with the use of copper. Those where the people who built the pyramids.
which preceded the bronze age
It did not. While bronze was in use in the Levant, Aegean, little Asia, Egypt stayed with copper (apart from isolated finds) until ~1600BC. That's not far from the introduction of iron. Call me for proof.
The 200,000 - 300,000-year dates you refer to are the approximate dates of the earliest Neanderthals and the migration of the first Homo sapiens from Africa into the Middle East and Asia
Piffle. Just see Dmanisi, Tautavel, Atapuerca. But >300,000 is the time when the first anatomically modern humans might have roamed parts of Africa (see the other answer for find sites).
tl, dr and to answer the question:
First humans that undebatedly produced stone tools emerge ~2.6My ago. Those where unspecified erectusses if you don't split too much (i don't). The stone tool industry is called Olduvan or Oldovan (Wikipedia has Oldowan is see, it's Olduvai gorge that gave the name). The first anatomically modern humans arose ~300,000 to 350,000 BP. Oldest find sites in the other answer. An exact location cannot be named, for now, but Africa it was.
Before humans lived other hominid species who did not leave clear remains and traces of tool use behind. Note that tool use may have different definitions. For human tools use, it is not just grabbing a thing from the environment and dang it. A tool must show a cognitive process, a plan of shaping it into a form, and it is the form that defines a tool, not the use.