What is the first step that triggers a normal cell to progress to a transformed tumor or cancer phenotype?

The first step that triggers a normal cell to progress to a tumor is called initiation. It is an alteration in the DNA caused by chemical, physical and/or biological agents. This alterations is silent, so that initiated cells can't be recognized either morphologically or biochemically (including molecularly). When the initiated cell is "provoked", I mean, obliged to proliferate, the genetical alterations will allow other alterations to happen, forcing the cells to proliferate. A proliferating cell may cumulate further genetic alterations and eventually become a neoplastic cell. 

DNA mutations accumulate and undermine cell regulation, resulting in uncontrolled growth. Cancer formation is frequently triggered by the disruption of key genes that govern the cell cycle, DNA repair, and apoptosis.

The very first step of any cell to become cancerous or obtaining a cancer phenotype is mutation in tumor suppressor genes or converting proto- oncogene into oncogene this leads to tumor development.

The first step (trigger) of the multi-stage progression from a normal cell to a metastatic tumor cell is often a mutation (e.g., change in the DNA sequence or deletion) in a critical gene.  A critical gene is described as one that affects or controls the normal cell cycle or aspects of growth or DNA metabolism. The successive steps include additional mutations or epigenetic events.  Non-mutagenic (non-genotoxic) mechanisms can have an epigenetic event as the initial step, i.e., a change in the expression of a critical gene in the absence of a DNA structural change (mutation).  The subsequent changes in the pathway to a metastatic tumor cell are similar to those following an initial mutation.

The first step that triggers a normal cell to progress to a neoplasm is a genetic event 

This process is called oncogenesis whereby normal cells turn into cancer cells. The normal cell genetics changes in a group of cells that cause them to grow and behave abnormally.