by whom was the first one started?
David Sullivan
Sunday Sport
. Its original publisher was David Sullivan. 
who is shergar? Irish-bred, British-trained Thoroughbred racehorse were there any attempts to steal it? Yes. In 1983 how was the horse rescued? The horse was killed by the gang was the news published in any newspaper? Yes. Sunday Sport and Sunday Telegraph
wiki:13305426
Sunday Sport [SEP] History
The "Sunday Sport" was founded in 1986, the first issue for sale was dated 14 September 1986. Its original publisher was David Sullivan. Advertising in the "Sunday Sport" was once the responsibility of Sullivan's protegee Karren Brady (now the life peer Baroness Brady), who later became managing director of Birmingham City Football Club and vice chairman of West Ham United. Sullivan sold the paper to Sport Newspapers, but had to give them a £1.68m bailout in 2009. The last editor was Nick Appleyard, appointed in September 2007. His predecessors included Dominic Mohan, Michael Gabbert and Paul Carter. Its sister daily title, "Daily Sport", began publication in 1991, but ceased publication and entered administration on 1 April 2011.