Ali was the first Muslim, and the first to pray, accepting Islam at the age of 10.
Tarikh al-Tabari, Vol. 6, Page 83
Narrated Muhammad b. Ishaq:

Some scholars mention that when the time for prayer came, the Messenger of God would go out to the ravines of Mecca, accompanied by 'Ali b. Abi Talib, in order to conceal himself from his uncle Abu Talib, his other uncles, and the rest of his clan. They would pray together there, and then as evening fell, would return. They continued in this fashion as long as God willed that they should. One day, however, Abu Talib came across them as they were praying and said to the Messenger of God, "Nephew, what is this religion I see you following?" He replied, "Uncle, this is the religion of God, of His angels, of His messengers and of our forefather Abraham," or words to that effect; "God has sent me as Messenger to His servent with this religion, and you, my uncle, are the most deserving person to whom I could give sincere advice and whom I could summon to right guidance, and you are the most deserving person to answer my call and assist me in this matter," or words to this effect. Abu Talib replied, "Nephew, I cannot leave my religion and the religion of my forefathers and their practices, but, by God, as long as I live nothing unpleasant shall befall you."

Book  : Tarikh at-Tabari
Author  : Muhammad ibn Jarir al-Tabari (224 AH - 310 AH)
English reference  : Vol. 6, Page 83
Arabic reference  : 
Narrated by: Ibn Humayd, from Salamah, from Muhammad b. Ishaq