No， Lionel Messi did not participate in the first FIFA World Cup. The first FIFA World Cup was held in 1930 in Uruguay. At that time， Lionel Messi was not born yet， as he was born on 24 June 1987.
Despite being absent from the first FIFA World Cup， Messi has appeared in four FIFA World Cups. He first participated in the 2006 World Cup in Germany， where he made his debut at the age of 19. He then participated in the 2010 World Cup in South Africa， the 2014 World Cup in Brazil and the 2018 World Cup in Russia.
Messi has been an important player for the Argentina national team in each of these World Cups. He has scored 6 goals in the four World Cups he has played in， making him the top scorer for Argentina in World Cup history. He has also won the Golden Ball award as the best player of the tournament in the 2014 World Cup， and has been named in the FIFA World Cup All-Star Team in 2006 and 2014.