Certainly in a discussion of the American epic, James Fenimore Cooper must be considered. For, through him can be traced how the novel developed in America. While his first two novels demonstrate influences of English life and the romances of the Scottish novelist Sir Walter Scott, it is his third novel, "The Pioneers" (1823) that finally breaks free of European constraints. In this novel Cooper explores uniquely American settings and characters. The first American heroic figure, Natty Bumppo (also known as hawkeye, Deerslayer, and Leatherstocking) emerges from this novel. He appears in the rest of Cooper's Leatherstocking tales.
Cooper saw the Anglophilism of American reviewers and readers as a cultural Toryism that he meant personally to overcome through fierce literary competition with Austen and Scott. As an Americanizer, Cooper created what is described in the introduction to his novel as
characters outside the the pale of polite society who display masculine hardheartedness of the warrior characters Hawkeye the Mohican, and to some extent Hayward, against the sentimentalism and idealism of the females....Authentic details were important to Cooper's view of the Indian in historical action
As an epic hero archetype of the American frontier hero, Hawkeye and others in the epic "The Last of the Mohicans: A Novel of 1757," pursue the villain Magua who has captured the daughters of Colonel Muro, the commander of a British outpost. It is the hero Hawkeye who finally shoots him. As an American hero, Hawkeye possesses the qualities of youthfulness, innocence, intuitiveness, and closeness to the natural world. As an epic hero, he fights evil forces in a series of adventures and wins.
It is known that the first novel published in America in 1789 was The Power of Sympathy by William Hill Brown. It was written prior to that year but it was published then. As far as style, it follows the same chastity-ridden theme of moral teachings.
As far as epics dealing with the successes of the pilgrims in the new land, and in attack of the Loyalists, was Trumbull's M'Fingall and it was published in 1775. Followed by Timothy Dwight's the Conquest of Canaan in 1785. After that came The Columbiad in 1807 by Barlow. This latter one is more of an epic than a novel. You may get different answers on this one, but this is a very good approximate