This would be an impossible question to answer...Boswell, for one, is JUST one of the modern and more well known Gypsy last names...there is quite a list on one particular website - Lee, Lovell, Smith, etc.. Being several of the others just as important/famous as Boswell. However, what you have to remember is that Gypsies were descended from India originally and separated in to multiple "tribes" simultaneously. With that in mind, there is really no "first" Gypsy last name that will be/could be on record.