I can't think of a saying. In fact, there is an American (Western?) idea that each individual is responsible for their own behavior. If someone tries to reduce their culpability with "Susan did it first!", a common reply is "If Susan jumped off a bridge, would you do it, too?"
However, the word instigator often has a negative connotation, and that does sometimes contain the idea that the first person to do something is more blameworthy than followers:
1. To initiate or bring about, often by inciting: instigate a public discussion of the issue; instigate an uprising.
a person who causes something to happen, especially something bad:
The instigators of the disturbance have not yet been identified.
Finally, when trying to ameliorate fault or culpability, people might say He/she did it first, etc.