The Chronicles of the Nine-Shadow in Numenor
Those who used the Nine Rings became mighty in their day, kings, sorcerers, and warriors of old. They obtained glory and great wealth, yet it turned to their undoing. They had, as it seemed, unending life, yet life became unendurable to them. They could walk, if they would, unseen by all eyes in this world beneath the sun, and they could see things in worlds invisible to mortal men; but too often they beheld only the phantoms and delusions of Sauron. And one by one, sooner or later, according to their native strength and to the good or evil of their wills in the beginning, they fell under the thralldom of the ring that they bore and of the domination of the One….—The Silmarillion: "Of the Rings of Power and the Third Age,"
So it was in the mighty stronghold of Men, Numenor, where the Dark Lord Sauron found the first of the Nine. A Lord in Numenor whose name has now been overshadowed by the title he would later earn was the first. Once a fair and noble man, as the realm of Numenor was corrupted by Sauron, so too was he. A leader amongst the King's Men he had turned to Darkness long before any ring came to him. Sauron however saw the Lord's ambitions, as the Lord worshipped Morgoth, and so saw how this mighty man could be so easily corrupted.
Sauron gave to this Lord the most powerful of the Nine Rings, under the dominion of the One ring that he himself possessed, which would give this Lord many dark secrets and powers to which he for a time was able to employ for his own ends. A great swordsman he was already, yet he gradually became an unmatched warrior and overtime became practiced in the Dark Arts. Wealth he attained and great power, yet unbeknownst to the Lord, Sauron at this time, only offered him a taste of dark dower. With each step into the shadows the more the Lord wished to run, the Ring cursed him with an insatiable appetite that played upon his original ambitions. His ring also gave him long life, yet Sauron promised him an eternal one, but overtime this Lords life became joyless. This was the other curse upon his Ring; life was sapped of all joy due to both a ravenous appetite for power but also by never being contended. Should the Lord have been given 500 years life he would want 1000, and so as He journeyed to the highest peak that mortal life had to offer him, so began his long and hideous decent at the same time.
Yet it was not in Numenor where the Shadows finally claimed the Lord, but in Middle Earth. Unlike most of the King's Men Sauron allowed the Lord to be excused of his duty to go to war with Valinor, and instead bid the Lord to turn his eyes East. It was in this act that the Black Numenorean's first came into being, with the Lord as their first King. In the colonies of Numenor on Middle Earth, perhaps in Umbar, the Lord became a King. So infamous, even amongst his own people, was he that they gave him the title that would become his only remembered name and that is The Witch King. This Lord however before long fell into shadow for eternity, as Sauron had long foreseen when he first gave this Lord the Ring. Through the Lord Sauron worked terrible power and ruled the Black Numenoran's from afar, as their pride meant he could never do so openly. So was the cruel fate of this Lord, when for the last time upon a throne he sat with the haggard features of a ghost and a terribly aged heart. As the morning sunlight came through it was in sadness he turned to it and remembered all that had once been and had forsaken. There, in this last moment of sad despair was he claimed as a slave to Sauron for all his ambitions were fulfilled and yet in bitterness he dreamed he of the other path he could have chosen. So the Lord, after many years of unwitting toil and service became the first Ring Wraith, his will was forfeit and was kept by Sauron as a secret and imbued with as much darkness as Sauron could give him. So the Lord achieved his immortality as a wraith that was so lost in dispair that when conquered his dispair became malice, cruelty and hatred. So too within generations did all knowledge of him, for no mighty tomb or monument marked the passing for his death never truly occurred. He faded away in the Shadow World and was forgotten, save to the Dark Lord Sauron who held the the One Ring. Only much later in the war between the Northern Kingdom of Men Arnor and Angmar did the Black Numenorean's remember the distant tale of a dark and terrible Lord.