pretty sure first person that had a dream figured out VR.

Or peyote.

yeah maybe kinda? Lack of control of the dream there that makes a difference for mine. YMMV. Dunno when lucid dreaming was discovered.

Was there something written down about it by one of the ancient greeks or similar vintage?

Descartes explicitly wrote about automatons and telling them apart from people using language and reasoning as sign posts (“the Turing test” three hundred years before Turing).