There is an entire section of CyberWitchcraft, devoted to the history of Witchcraft.
There is no way to give you a name of the first person to ever do what we now call Witchcraft, it is something that has been done from the dawn of time.
Gerald Gardener is credited with being the father of modern Witchcraft. He was Initiated into a Coven in England, and with the members aging, he worried that the knowledge would be lost forever, when they passed on. He started to write books on Witchcraft just after the last of the Witchcraft Laws in England were removed.
Witchcraft, as we currently practice it, is of western European origin, and so it tends to have the most influence in English speaking countries.
Every culture across the world, has its stories and legends of people who can use magick. Japan and China have rich histories of Mages and Wizards who could do the impossible. India still has Sadhus, or Holy Men who claim the use of powerful magicks. There are markets in Mexico where you can buy spell components, and then see a Witch, who will put together the spell and cast it for you.
So the answer to your question of what countries have the most Witches, is elusive. It really depends on what you mean by "Witches".
