If you are considering what was the 1st RTS in the same style of EVERY RTS released today, then it's Dune 2. But think about it, Megalomania IS an RTS, and it's older than Dune 2.
Herzog Zwei indeed has some stuff similar to Dune 2, but you control a ship that can carry all the other units and move them around the field. Herzog Zwei is the sequel of Herzog for MSX, which also is a little bit like Dune 2.
The oldest RTS I can think of is Bokosuka Wars for MSX, if you can call that a strategy game. Many people do it.