Well...i guess the subject says it all, but in details i whould like
to know who was the first one created and how much do his first comic
books worth now days.


10x

Since Google is maxed out on researchers...
the answer is what you'd expect: Superman, in 1938's Action Comics 1. 
Although comic books as they are understood today had been around
since 1933, they had been dedicated to either cartoon characters
(Disney was strongly into them for years) or reprints of newspaper
strips.  New Adventure Comics and Detective Comics 1, from early 1937
(but with a 1936 cover date), were the first to offer non-comedic
action, but these used human-strength 'pulp' heroes rather than anyone
with enhanced abilities.

A copy of Action 1 is going to cost you a bundle; there's an
outstanding reward of a million dollars for a near-mint copy, and even
a beat up copy runs to in excess of $25,000.  There are less than a
hundred known copies.  If you just want to read it, use this url:
http://superman.ws/tales2/action1/?page=-1

It depends on how you define the term, "super hero", and by comics, do
you mean originally created for comics or just appearing?

Tarzan, Zorro, The Shadow, The Lone Ranger, Doc Savage, and The
Phantom have all been in comics and all were created before Superman.
But, most did not appear in comics until after Superman and - were
they super heroes?

The Shadow had a secret identity and a supernatural power to "cloud
men's minds" enabling him to disappear. He was created in 1931 but did
not appear in comics until 1940.

The Phantom first appeared in comic strips in 1936, Two years before Superman!
Secret identity, mask, action-leotards, underwear on the outside... no
super powers! But then, neither has Batman, are you gonna tell him
he's not a super hero?

(I should make a funny t-shirt about that)
Handydan
www.tasteetees.com

Popeye 1929
Flash Gordon 1934
Dick Tracy 1931
http://en.wikipedia.org/wiki/Comic_Strip_Classics