The paper it's written on
The first newspaper was published in 1605 in Strasbourg Germany, then part of the Holy Roman Empire. It went by the unfashionably long title of Relation aller Fürnemmen und gedenckwürdigen Historien
This is followed four years later by a second newspaper, also from Germany,Avisa Relation oder Zeitung
Courante uyt Italien, Duytslandt, &c. from Amsterdam is considered the world's first broadsheet, published in 1618 and becoming defunct in 1664.
Nieuwe Tijdinghen is worth mentioning as some chronology has its first publication as early as 1605.
Ordinari Post Tijdender is a Swedish publication and the oldest still published newspaper in the world. First published in 1645, it has been online since 2007
La Gazeta: until 2008 the oldest print edition still published in the world (as "Boletín Oficial del Estado") [since 1661]
Gazzetta di Mantova oldest private newspaper and oldest continuously published in print [since 1664]
Daily Courant, world's first daily newspaper 
The Observer, world's first Sunday newspaper