I have been doing some studies and I believe humans where black before they were white. Black has the ability to create all colors where as white derives from no color so white couldn't have been first. What do you think?
It very much depends upon what you call "first humans". Before there was any hairless hominids, the skin under the fur might have been very different from the skin colour of a human 30,000 years ago.
It appears that extant sister species of Homo sapiens sapiens tend to have a light skin under its fur according to a number of popular article I could find (e.g. this and that). Here is a picture of a hairless chimpanzee from the St-Louis (Missouri; USA) zoo
It suggests that the MRCA between humans and chimpanzees had a pale skin but please realize that this claim is based upon my research of poor quality references and it contradicts John's claim in the comments.
It sounds reasonable to me to think that humans skin evolved a darker skin when they started to lose fur and when their skin got more directly exposed to sun. Some human lineages have then "evolved back" lighter skin (see How did some humans evolve to be white?).
You can read more about the evolutionary forces controlling skin evolution in this answer.
The first (African) humans with low body hair/fur (compared to apes) almost certainly acquired black skin pretty quickly, probably in a simultaneous process with shedding of hair/fur. This is based on genetic evidence, such as the low variation in the "African black skin gene". From Jablonsky and Chaplin (2010):
The near absence in African populations of functionally significant variation in the coding region of the melanocortin 1 receptor (MC1R), one of the major genes regulating human eumelanin production, indicates the action of purifying selection maintaining dark pigmentation under intense selective pressure (Harding et al., 2000; John et al., 2003; Makova and Norton, 2005). The evidence of functional constraint on MC1R in African populations is unusual in light of the high levels of polymorphism observed at other loci in African populations (Makova and Norton, 2005). [...]
The loss of body hair in humans was accompanied by enhanced barrier functions of the stratum corneum (Montagna, 1981; Elias, 2005), including the evolution of other epidermal keratins (Chimpanzee Sequencing and Analysis Consortium, 2005; Moll et al., 2008), which reduced the skin’s permeability and improved its abilities to resist abrasion and microbial attack. The rapid divergence of genes responsible for epidermal differentiation was one of the most significant results to emerge from the initial comparison of human and chimpanzee genomes (Chimpanzee Sequencing and Analysis Consortium, 2005). Changes in skin pigmentation also accompanied loss of body hair, and multiple lines of evidence indicate that permanent, dark, eumelanin-based pigmentation evolved soon after the emergence of the genus Homo in Africa (Jablonski and Chaplin, 2000; Rogers et al., 2004).
How quickly this (combined process) happened is a matter of some debate, in particular because we don't know how quickly hair was shed (that also depends on the environment of ancestral hominids, which itself is somewhat contentious) or how quickly a (mostly hairless) species would die out (or evolve) because of skin cancers, in the absence of eumelanin protection. Greaves (2014) summarizes:
Early hominin evolution in East Africa at some 2–3 Ma was associated with a dramatic loss of the body hair development that is retained by our primate cousins. Hair growth was retained on the head—the most UVR-exposed part of the body of a bipedal hominin. Some exotic explanations have been entertained for this dramatic phenotypic shift, including avoidance of fur parasites or of catching fire, a response to wearing clothes or an adaptation to an aquatic way of life. But the most likely major adaptive advantage would have been for thermoregulation or facilitation of sweating and heat loss for physically active, hunter–gatherers in the savannah But what colour was the exposed skin of the first hairless hominins? Not black it would seem. The skin of our nearest primate relative, the chimpanzee, is, under the fur, essentially pale or white with melanocytes restricted to hair follicles. The exposed and relatively hairless face and hands are also white in infant chimpanzees of three Pan subspecies (but black in Pan paniscus) and they become facultatively pigmented with age. It has therefore been considered very likely, albeit not unambiguously so, that the first African hominins to discard hirsutism were also white- or pale-skinned. [...]
Rogers et al.  proposed that, around the time that humans first became hairless savannah-dwellers, the now common allele swept to fixation under the influence of potent environmental selective pressure. They calculate a minimum date for the time since that sweep occurred of approximately 1.2 Myr which is not too discordant with the time estimate of 1.7 Ma when hominins (Homo ergaster or Homo erectus) were believed to have first inhabited the savannah. The adoption of the more open savannah as a habitat may have resulted from climate change and consequential shifts in forestation and faunal species abundance.
With those estimates there's a 500,000-year gap between moving to savannah and getting black skin. What happened in between is a matter of conjecture. (Neither skin nor hair are preserved in the fossil record.) A more recent study (Tishkoff et al., 2017), which further analyzed black skin DNA variation in Africa, concludes:
Skin pigmentation is highly variable within Africa. Populations such as the San from southern Africa are almost as lightly pigmented as Asians, while the East African Nilo- Saharan populations are the most darkly pigmented in the world. Most alleles associated with light and dark pigmentation in our dataset are estimated to have originated prior to the origin of modern humans ~300 ky ago. In contrast to the lack of variation at MC1R, which is under purifying selection in Africa, our results indicate that both light and dark alleles at MFSD12, DDB1, OCA2, and HERC2 have been segregating in the hominin lineage for hundreds of thousands of years. Further, the ancestral allele is associated with light pigmentation in approximately half of the predicted causal SNPs; Neanderthal and Denisovan genome sequences, which diverged from modern human sequences 804 kya, contain the ancestral allele at all loci. These observations are consistent with the hypothesis that darker pigmentation is a derived trait that originated in the genus Homo within the past ~2 million years after human ancestors lost most of their protective body hair, though these ancestral hominins may have been moderately, rather than darkly, pigmented. Moreover, it appears that both light and dark pigmentation has continued to evolve over hominid history.
And speaking of Neanderthals, it is estimated by Lalueza-Fox et al. (2007), based on genetic evidence, that they developed an arrays of skin colors as well, by a mechanism similar to modern humans:
The melanocortin 1 receptor (MC1R) regulates pigmentation in humans and other vertebrates. Variants of MC1R with reduced function are associated with pale skin color and red hair in humans of primarily European origin. We amplified and sequenced a fragment of the MC1R gene (mc1r) from two Neanderthal remains. Both specimens have a mutation that was not found in approximately 3700 modern humans analyzed. Functional analyses show that this variant reduces MC1R activity to a level that alters hair and/or skin pigmentation in humans. The impaired activity of this variant suggests that Neanderthals varied in pigmentation levels, potentially on the scale observed in modern humans. Our data suggest that inactive MC1R variants evolved independently in both modern humans and Neanderthals.
And if the wide-variation of skin color within Africa (from recent studies) confuses you in relation to MC1R's [gene] lack of variation in Africa (it did baffle me for a while), Martin, Henn, et al. (2017) explain it as:
As observed previously, we find a strong correlation between absolute latitude and average skin pigmentation reflectance caused by melanin content. We also observe that populations with lighter skin have reduced variation within any given study: populations furthest from the equator have narrower distributions, while populations closest to the equator have wider distributions. These patterns suggest that selection is acting differently at different latitudes. In equatorial regions, strong directional selection for darker pigmentation has shifted the distribution means in some populations to M indices >90, but with wide variances. This is consistent with a ‘‘threshold’’ model (Chaplin, 2004) in which the protective benefit of melanin needs to meet some minimum threshold but with no penalty to darker pigmentation; alternatively, diversifying selection could maintain the wide variance.
In stark contrast, pigmentation in far northern European and Asian populations has been under directional selection for decreased melanin production, reflected by very narrow distributions.