I agree with Gary that there was no S3 until the DHC came out in June '66, and the FHC in July '66. Prior to this the Coupe was simply the Coupe, however it did have the Type 36 designation, as can be seen on the part numbers in the S1, S2 and Coupe Parts list, and of course, the Type 36 on the Chassis plate.
As for which was the first one, 4510 is quoted on the LotusElan.net 'Car Type by Vin'.....
http://www.lotuselan.net/publish/car_type_by_vin.shtmlUnfortunately it is quoted inaccurately as an S3 and not a Coupe.
The Robinshaw / Ross book has the same table, with the same chassis number, but correctly says 'Elan Coupe Available'.
So what became of that car? I guess that we may never know, but I suspect that you're right Gary, it was a prototype of some sort, as the chassis number seems to come from the March / April / May period of '65, which gives them a few weeks to develop the car prior to launch in September!
As for the steering wheel Jens, the original was woodrim with slots, as per S2 Elan. The S/E had the leather covered rim, and the last of the S3 cars had the Colin Chapman signed wheel, with holes not slots.
Mark