* Datsun: If you consider the origins of the company, the first car built by the predecessor company, DAT J1, was in 1914. This was before the company became known as Nissan. However, DAT was the direct ancestor of Nissan.
* Nissan Motor Co., Ltd.: The company officially adopted the Nissan name in 1933. While they'd been building vehicles under other names before this point, this marks the official start of the Nissan name as we know it. Thus, there wasn't a "first Nissan" car built in that year; it was simply a name change for the existing company and its vehicles.
So, there's no single definitive answer. It depends on whether you're focusing on the lineage of the company or the adoption of the Nissan brand name.