I think the first jet aircraft was the Me 262...?
Nonononono....
The first "jet" aircraft as we know it was the Heinkel He178 of 1939.
The Caproni-Caprini first flew in 1940 and was not a "jet" aircraft as such (a "jet" being an engine where the air is compressed, the fuel air mixture ignited in a combustion chamber and expelled via a series of turbines). The Caproni-Caprini was in effect a souped-up ducted fan. A 900hp internal combustion (piston) engine powered a 3-stage axial compressor. The air was then heated by external burners and allowed to expend through a bernoulli "jet". (ie the only combustion of fuel and air was in the piston engine). This followed on from earlier Caproni ducted fan/propeller designs.