I think it's the first murder, but not the first illegal act committed via craigslist. I remember reading about prostitution rings, one involving at least one underaged girl and a few rapes and robberies, but this is the first murder I recall.
I don't blame craigslist 100% on this, but they do have a responsibility to protect their users. In this case, they couldn't have guessed this "man" would murder this young woman. But, they don't tend to do much about prostitutes and scam artists posting ads on their site.
Craigslist does not have any more of a responsibility to protect its users than MySpace does. You meet people offline at your own risk.