I don't think that that fact could be found, because:
1) People were coming to North America for hundreds of years before immigration records were used.
2) It is likely that at least one Indian Muslim was enslaved in the US at some point -- and the backgrounds of slaves are very difficult to trace.
3) I don't think that all immigration records/ships' lists recorded religious affiliations...?
Some Ellis Island records did record "Ethnicity" and some passengers have "Islam" under that BUT I doubt that these were the first Indian Muslims in the US...