Well, there's http://www.imperial-library.info/content/vampires-vvardenfell, which says Molag Bal created it after defeating a foe, and the Cyrodiilic myth, in which Molag Bal [censored] a Nede named Lamae Beolfag and made her into the first vampire (from http://www.imperial-library.info/content/opusculus-lamae-bal).
However, I am about to now throw a wrench into this. You see, when one wanted to cure themselves of vampirism in Morrowind, one had to go to Molag Bal (makes sense). After you do his chore, he gives you the cure, but notes he had to get it from Vaermina, the Daedric Prince of Nightmares (wait, what?). Here is his direct dialog
I see you have done as I asked, little vampire. It was not easy for me to obtain the cure, but I was able to pry it from Vaermina after some...discussion.
So, what does the Prince of Nightmares have to do with this? If you ask me, I put forth that the vampire disease was actually created by Vaermina, not Molag Bal. Think about it, vampires can only really operate at night, they have constant nightmares, their forms are very grotesque and nightmareish, and cultists of Molag Bal in Morrowind deny that Molag Bal was the one who made it. To sum, Vaermina gave Molag Bal a STD, which he began to spread with his very loving ways.