I have been reading through the PRAW documentation and I can find how to get the new submissions using
reddit.subreddit("mysubreddit").stream.submissions()
but is there a way to get submissions starting from the first one?
There is not a way to do this using Reddit's API or PRAW. Every listing is capped at about 1000 posts, and an "oldest" listing does not exist.
If you want old posts, your best bet is a third-party service like pushshift.io.