Actually you can kill them with a wooden stake, and/or fire. I guess sunlight too if you stand in the sun for a long time but if you watch the vampire diaries then you've seen many vampires get burned but not killed.
Well scince he hasn't shown up yet we don't know. however in the books (Which are soo much different then the tv show) they kill him with a stake from a white oak tree, they never had a dagger, there...
If your asking about the first vampire that was created, then the very fist vampire was Mikael. He was the father of the originals, and the one that turned them.
While you are left at the end of an episode thinking that Jeremy will die from a self induced drug overdose and become a vampire, when the following episode picks up, we learn that Jeremy did not die...