Notice that Davis only APPROVED a bill from the Confederate Congress declaring a State of War between the United States and the Confederate States. Something That I have never heard the United States Congress doing.

In this sence I guess you could say that the Confederate States started the War by being the first to "officially" declare War. However his declaration was not the first "Act of War" committed and none of the acts of War had been first committed by the Confederate States. Even the siezures of Arsenals by the militias of those states which were still apart of the United States was techniquially "Legal" under the militia laws of the time.