Who was the first player to win a grand slam in the history of world Go?

It's Li Changgao.

Li Changgao (1975-), a Korean professional Weiqi player, has created many historical records of Weiqi and initiated the "Li Changgao era". He won the first world championship from 1992, and in 2007, he won the individual championship of 18 and the team championship of 13 (eight times as the main champion). Won any world professional Go competition held before 2007 (including Shi Ying Cup, Fujitsu Cup, Toyo Securities Cup, LG Cup, Samsung Cup, Toyota Cup, Chunlan Cup, Central Cup and other individual competitions, as well as Lu Zhen Cup, Nong Xin Cup and other team competitions), and truly achieved the "grand slam" of the world professional Go competition.