Embryonic hematopoiesis occurs first in:

Embryonic hematopoiesis first occurs at the same site from which hematopoietic stem cells will migrate, the secondary or definitive yolk sac, specifically the extraembryonic mesoderm of the outer layer of the yolk sac wall.The large majority of primitive blood cells produced are erythrocytes that enucleate after release into the circulation, and their hemoglobin contains the embryonic - and -globin chains. However, primitive hematopoietic cells also give rise to primitive macrophages and megakaryocytes. Ref: Kaushansky K. (2010). Chapter 16. Hematopoietic Stem Cells, Progenitors, and Cytokines. In J.T. Prchal, K. Kaushansky, M.A. Lichtman, T.J. Kipps, U. Seligsohn (Eds), Williams Hematology, 8e.