In spring 1938 in the mountains in the north of Chile a fiery UFO, later named "Chilean Sphere ", fell down. The investigation of this episode, made by a film crew, has led to a sensational discovery. It appeared that before the Second World War (in the thirties) in the USSR a secret space program had been developed. The Soviet scientists and military authorities managed to launch the first spacecraft 23 years prior to Jury Gagarin's flight! "The First on the Moon" tells about everyday life, heroic deeds and tragedy of the first group of the Soviet cosmonauts. It is the first Russian film shot in a very rare genre 'mockumentary' or 'documentary fiction'.