Many often label The Jazz Singer as the first talkie but that’s far from true.
Experiments with sound films began in 1895, with the oldest known example being a Thomas Edison clip involving a violinist. However, amplifying sound to a large theater would be impossible for a couple of decades.
In 1921, D.W. Griffith released his film Dream Street with a spoken prologue using the sound on disc format Photokinema and was later reissued with a singing sequence and some crowd noise. However, unlike most part talkies, there was no synchronized score so live music was still needed when there was no dialog.
Around the same time Lee DeForest released his Photofilm system which was used on many shorts as well as a few films, most notably Bella Donna and The Covered Wagon. However, while the shorts had dialog, the feature length films only used the sound for a synchronized score and sound effects.
Then Warner Bros. became interested in Vitaphone and starting with Don Juan in 1926, they started to release their films with a synchronized score and sound effects. This film caught Fox’s attention, which led to their Movietone system.
While Don Juan lacked any dialog, their next film The Better Ole has one spoken word (coffee) and the following year they released The First Auto, where you can clearly hear a crowd say “Come on, Hank” and “Hank wins”.
Later that year, they released The Jazz Singer and the silent era of films crumbled to dust by 1930.