Where is the first scripture that proves that Jesus existed? That is, before he came to earth as a man?


I guess it would depend on what level of proof you would accept. Much that we know about the prophecies of Jesus is from looking at the result and seeing how it was talked about before.

But I suspect the passage you are looking for is:

"Come near to Me, hear this: I have not spoken in secret from the beginning; from the time that it was, I was there. and now the Lord GOD and His Spirit have sent Me" (Isaiah 48:16).

The speaker was sent by The Lord God and His Spirit, so the speaker is neither one. Yet, he was there from the beginning. Earlier, in the same speaker says, "Listen to Me, O Jacob, and Israel, My called: I am He, I am the First, I am also the Last. Indeed My hand has laid the foundation of the earth, and My right hand has stretched out the heavens; when I call to them, they stand up together" (Isaiah 48:12-13). The described here can only be God, but he is neither the Lord God or His Spirit. That only leaves us with the Son, Jesus.