The Greedy Man. This Skaal legendary evil character was somehow linked to the one they called "Thartaag the World-Devourer". Moreover, greediness could refer to his thirst for Dragon souls and power.
Jhunal. This antic and forgotten Nord God was related to knowledge, and said to have invented mathematics and language. While mathematics belong to Herma-Mora's Realm, "having invented language" might be a deformed account of his instinctive ability to understand one particular language, namely the Dragon tongue. Which is one of the characteristic feature of a Dovahkin.
Yglar. Ysgramor's second son. The http://www.uesp.net/wiki/Lore:Songs_of_the_Return,_Vol_2 tell us that "Ylgar, the younger, was possessed of an unwavering spirit that drove his singular prowess to overwhelming feats in war." Maybe it refers to Thu'um? Since Ysgramor was often an opponent of Herma-Mora, it would be a delightful vengeance from Herma-Mora to turn his last son into an ally.
The Snow Prince. Cause this guy once ruled Solstheim.
Shalidor. His creation of Winterhold by "a breath" might be a clue he mastered the Thu'um.
Divayth Fyr. Because this guy is [censored]ing awesome!
Dagooth Ur. Maybe it would explain why he wore a mask, why Septius Signus thought that the lockbox contained the heart of a God, and why there seem to be ascended sleepers in Apocrypha.
Aevar Stone-Singer.
Miraak. Some guy we don't know anything about. Maybe an ancient Atmoran king?
Morihaus. That guy wasn't named the Breath-of-Kyne for no reason.
Pelinal.
The builder of the Skyforge
Shor.
So, who do you think is the First Dovahkiin ?