One of the earliest 'thrillers' was Harold Lloyd's comic Safety Last (1923), with the all-American boy performing a daredevil stunt on the side of a skyscraper.From: http://wiki.answers.com/Q/The_first_thriller_movie_was#ixzz16Dlpr2Gu
The top director associated with the thriller genre is the British Alfred Hitchcock. He started out in silent films but moved on in to the black and white or "talkies" era with such films as; Blackmail in 1929 and Murder! in 1930. Hitchcock is seen as one of the top thriller directors because of the many new techniques which he brought to the genre that are still used in todays films. Some of these techniques include the "red herring" technique where hitchock would set up one storyline as a distraction from the main one, there is also his constant use of a twist ending. In terms of editing Hitchcock always used the camera as an eye to make the audience feel as though there in the film, and he used a lot of point of view shots.
The final reason why Hitchcock is recognised as a top thriller director because of how many of his films were re-made. Such films as "Psycho", which is probably his most successful film, and 39 steps were re made by later directors.

Overall the thriller genre is one mainly based on suspense, tension and excitement. They are mainly based on crime, violence and murder. The main objective of a thriller is to keep the audience on the edge of their seat, not letting them know whats going to happen right until the end. The enigma is usually created on who the murderer is, or how people have managed to get themselves into the situaation we see them in. This is normally then revelaed to the audience in a way that builds up the awnser all throughout the fillm. You are likely to get a lot of close ups, eye line shots and quick cuts in a thriller to build up the tension. You will then most likely get the awnser to the questions that are built up through the film at the end, however it is regularly not what the audience is led to beleive. This is called a twist, which adds drama because the audience are shocked by the revelation and try to figure out how their guess could of been wrong. There are many adaptations on this generalisation that normally come within the sub genres and hybrids such as an action thriller.