Though it's a fixture today, the first World Cup did not take place until 1930.
Here we see the ball used in the 1930 World Cup final, on display at the National Football Museum.
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The two final teams, Argentina and Uruguay, had an argument about which ball to use, so two balls were used, one in each half. The first-half ball, chosen by Argentina, was a 12-panel ball, while this ball, chosen by the Uruguayan team, was used in the second half and was a common "T-model," with five rows of laces. (There were actually two T-model balls used in the second half; the first ball deflated.) Uruguay won the match and became the inaugural winner of the World Cup.