Etymology of "second to none"
It's possible that it's an idiom that came out of Greek to English translation. I just ran across the phrase "οὐδενὸς δεύτερον", "second of none", twice in the early pages of Dionysius of Halicarnassus' Roman Antiquities (I.13.1, I.15.2, where Earnest Cary translated it as "inferior to none" and "second to none" respectively in the Loeb edition). Or perhaps Dionysius took it from Latin, though I'm not sure what the oldest occurrence of "Nulli Secundus" (as mentioned above) is.
This is a partial answer relating to its introduction into English.
The idea of someone being second to no other person (to mean first) is present in Middle English. For instance, Chaucer describes Troilus this way:
And certaynly in storye it is founde
That Troylus was neuere vn-to no wight
As in his tyme in no degre secounde. (Troilus and Criseyde, book 5, lines 834-6)
(And certainly in story it is found that Troilus was never second in any degree to a man in his time.)
And then a few lines later, in case "in no degre secounde" weren't clear enough:
His herte ay with the first and with the beste.
Stood peregal (839-40)
(His heart indeed with the first and with the best stood fully equal.)
By 1571 the exact prase "second to none" has worked its way into print, in an edition titled Straunge, lamentable, and tragicall hystories translated out of French into Englishe by R.S.:
and marke wherefore that good Christ, second to none in pacience, doth so dilligently set forth examples
Shakespeare was an early person to use the phrase, but the etymology of both this idea and the literal phrase within English goes back further than him.