Cinema Legend

I suspect the answer they're looking for is either Ronald Coleman or Gary Cooper. However, she starred opposite Coleman in her second film, and opposite Cooper in her third film. According to Wikipedia, her first film was The Sin of Madelon Claudet, and the male lead was Robert Young--hardly a "legend of the cinema."

Take note...OP asked not about Helen Hayes first film.

Was it David Manners?

Um, no, it wasn't. Bad guess on my part.

I think it was Humphrey Bogart. He and Helen Hayes co-starred in the short fim, "The Dancing Town" (1928) (aka "The Prancing Prune"), and that was the first film that Bogart made.