Although you should check your text and/or class notes to see what answer your instructor expects, the most likely answer to this question is John Rolfe. Rolfe is the only name commonly associated with tobacco in the American colonies. We could say that he began the tobacco industry because he introduced a kind of tobacco plant to Virginia that was superior to native plants.
John Rolfe left England in 1609, intending to go to Jamestown, VA. Because of bad weather, his ship ended up in Bermuda and he did not get to Virginia until 1610. At that time, there was already tobacco in Virginia. However, it was harsh when smoked and therefore not very valuable. Rolfe can be credited with beginning the tobacco industry because he brought seeds to Virginia for a milder form of tobacco that was more pleasant to smoke. These seeds came from somewhere in the Caribbean. Because this tobacco was better for smoking, it was much more economically valuable and was soon the dominant crop in Virginia. Because he introduced this type of tobacco to Virginia, we can say that Rolfe began the tobacco industry.