In renal disease albumin is the first protein to appear in urine because:

In a healthy renal and urinary tract system the urine contain no or trace amount of proteins. One third of this protein is mainly albumin. The 3 main plasma proteins are albumin, globulin and fibrinogen. Of these albumin has the lowest molecular weight of 69,000, globulins has molecular weight of 1,40,000. Since albumin is filtered more readily than globulins it is usually seen abundantly in the urine in pathologic conditions. Normally, glomeruli prevent the passage of protein from the blood to the glomerular filtrate. Therefore its presence in urine is the single most impoant indication of renal disease. Ref: A Manual of Laboratory and Diagnostic Tests By Frances Talaska Fischbach, page 212, Essentials of Pathophysiology: Concepts of Altered Health States By Carol Poh page 165.