Short answers, pulled from the story.
The first known theatrical event in human history occurred in 2000 BC in Ancient Egypt. This event involved the annual performance of the story of the god Osiris at festivals and is documented in the Dramatic Ramesseum Papyrus.
Bharata Muni wrote the Natya Shastra, a theoretical treatise on Indian performing arts. He flourished between the 5th and 2nd century BC, and his work has been compared to Aristotle's Poetics.
The first opera Dafne was performed in 1597. Throughout the 17th century, opera rapidly became the entertainment of choice for the aristocracy in most of Europe.
The Classical period of performing art began in Greece in the 6th century BC. This era was ushered in by tragic poets such as Sophocles who wrote plays that sometimes incorporated dance.
The first Ballet per se is thought to be Balthasar de Beaujoyeulx's Ballet Comique de la Reine, which was performed in 1581. This performance combined music, dance, and poetry into a unified spectacle.
The Tang dynasty formed the Children of the Pear Garden acting school during the period known as The Age of 1000 Entertainments. Emperor Xuanzong of Tang established this school to produce a form of drama that was primarily musical.