ECW started as Eastern Championship Wrestling, and its first show took place on February 25, 1992. ECW held the show at The Original Sports Bar (sometimes called "Mike Schmidt's Sports Bar") in Philadelphia, PA. It was at the corner of 8th & Market Street (click here).
ECW's precursor, Tri-State Wrestling, ran 2 shows during the second half of 1991 at the same sports bar: https://wwfoldschool.com/twa-tri-state-wrestling-alliance-1989-1992/
When Eastern Championship Wrestling started, new owner Tod Gordon was able to use the Sports Bar as a local venue open to running professional wrestling shows. ECW used the venue only during 1992, and it ran 7 shows:
- Feb 25, 1992
- March 24, 1992
- April 26, 1992
- May 19, 1992
- May 25, 1992
- June 23, 1992
- July 14, 1992
Other venues where ECW ran multiple shows in 1992 included the Azetc Club and the Chestnut Cabaret and the Tabor Youth Association.
Jimmy Snuka, ECW's first heavyweight champion, held the title for one day -- winning it on April 25, 1992. The next night at the Sports Bar he lost the title to Johnny Hot Body.
https://crazymax.org/newsite/results/ecw-results-1992/
Interestingly, the last show at the Sports Bar saw Jimmy Snuka win the title back from Hot Body in that night's main event. Photo credit of Snuka winning the title goes here: https://www.wrestlingdvdnetwork.com/wwe-network-hidden-gems-review-super-early-ecw-vhs-releases-plus-a-1992-tv-pilot/170963/
Video of that match starts at the 23:28 mark in this video: 
A "Best of ECW 1992, Volume I" exists and it featured footage from the last Sports Bar show. More about that show can be found at this link.
Japanese wrestling star Tatsumi Fujinami had one match in ECW, and it took place on May 25, 1992 at the Sports Bar. This footage, in Japanese, shows clips from the Sports Bar that night and briefly shows wrestlers like The Super Destroyers, Stevie Richards, Max Thrasher, and even original ECW fans like "Hat Guy" (wearing a baseball cap at this event).
On June 23, 1992 the Super Destroyers defeated Glenn Osbourne and Max Thrasher to become the first ECW tag team champions.
Johnny Hot Body became the first ECW Television champion, but that took place in August 1992 at the Chestnut Cabaret, roughly a month after what ended up being the last show at the Sports Bar.
This clip from the official Kayfabe Commentaries YouTube channel discusses his time in Tri-State Wrestling (TWA) and then his starting ECW in 1992:
Here is more information about the ECW cards which took place at the Sports Bar: