I can't find out what file is the first one to be executed when starting a Rails application. Does anybody know?
First, to answer the question: the init documentation from July 2011 (Rails 3.0, when this question was asked) points out railties/bin/rails
as the first file to run on Rails invocation.
Second, more generally, this question was asked and answered over four years ago. The link in the first answer still works, but only for the current version (Rails 4 as of early 2016). Those who are looking for historical information on this topic may be best served by trying the Internet Archive. For example, a snapshot of this document from April 2013 (Rails 3.2):
http://web.archive.org/web/20130409080134/http://guides.rubyonrails.org/initialization.html
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