Neither of them came "first". They both came and evolved and steady paces, actually from an original source, just all proto-Indo-European belief systems and pantheons.
We can see that most of the core gods are present within all pantheons and come from an original PIE god or goddess based on either linguistics or sphere of influence. Jupiter, Zeus, Dyaus Patri and Tyr all comes from the PIE deity Dyew Pahter. Freyr, Freya, Praja Pati and Possibly Aphrodite and Venus (Freya and Freyr are deities of vanaheim, and the word "van" or "vanir" is related to the name "Venus" who was revered as an equivalent to Freya and also as a goddess of love, sex, nature and fertility, just like Freya.) are all at the very least related, as Freyr and Freya are etymological doubles and Praja Pati seems to come from a word that would cognate with the Germanic title "Frawjaz Pet-her".
Thor, Indra and even Hephaestus and Vulcan seem to be related to each other. Indra is interesting in the sense that he's noted to be cognate to greek gods of drink such as Dionysus and also Gods of Thunder such as Thor. Hephaestus, and his Roman counter part Vulcan, were both seen to have a hammer as their major symbol, relating them back to Thor. Also the romans attested that Vulcan means something to the effect of flames, particularly lighting, therefore connecting him back to Indra and Thor.
The point is that all of these religions, whether Greek, Nordic or Vedic, are all just as old as the other, because they come from the same source.