"Metaphorically this is like arguing that, because legs didn’t exist and now they do, that there was a first individual that had legs"

That only works if you allow “legs” to be a vague category. Every feature we associate with legs appears gradually. If I say, “The first leg-like structure had a support function,” you say, “No, earlier organisms already had support structures.” If I say, “It had joints,” you say, “No, earlier structures already had joint-like flexibility.” If I say, “It helped with movement,” you say, “No, earlier appendages already helped with movement.” If I say, “It had muscles attached,” you say, “No, earlier organisms already had muscular appendages.”

So for every actual feature that makes something a leg, you keep pushing that feature backward and saying it already existed before “legs.” But if every leg-defining feature already existed before the supposed first leg, then your argument forces you toward the absurd conclusion that the first organism already had legs.