Also Blue Origin actually did propulsive sub-orbital landing from space to Earth before SpaceX, although admittedly from a lower altitude and velocity. Both came after the 1990s era Delta Clipper. Before that there were probably a lot of Apollo era test vehicles.
Each one got a bit higher and faster. This is the value SpaceX offers. They're doing the hard work of making things we know are possible also commercially viable.
They plan to land the 2nd stage of starship, which will have reached orbital speeds. But that is a huge challenge that they have not attempted yet.
The first ones that did, by the way, are the Soviets in the early 70s.
If you mean space probes it’s actually more impressive, the Soviets landed a probe on the moon in 1966: https://en.m.wikipedia.org/wiki/Luna_9
Also since we are already speaking extra terrestrially Apollo 11 landed propulsively in 1969, with humans on board and it got back to orbit!
https://en.wikipedia.org/wiki/Viking_1#Lander
https://en.wikipedia.org/wiki/Mars_3#Entry,_descent,_landing...