I assume, with the advent of the ISS, it is common for astronauts to return to earth in a different capsule to the one in which they first left the atmosphere. (I may be wrong) but who were the first person or people to do this? Was there someone on Skylab or Mir who did the same?
The first people who landed in a different vessel than they took off in were Aleksei Yeliseyev and Yevgeny Khrunov. In January 1969, they took off in Soyuz-4 and returned in Soyuz-5. Crew exchange between directly docked spacecraft was the primary purpose of the Soyuz-4/Soyuz-5 mission.
Mission details: The First Crew Exchange in Space
The first spacecraft switch using an orbital station took place much later, only in January 1978. Then the crew of the Soyuz-27 spacecraft (Vladimir Dzhanibekov and Oleg Makarov) returned in Soyuz-26 after spending five days on the Salyut-6 station.
Speaking of orbital stations, it's interesting to mention that Skylab (launched in May 1973) also had two docking modules (as the Salyut-6 had), so a similar "station-based crew exchange" could potentially happen earlier. However, there were only three non-overlapping expeditions to this station, with all the crews returning to Earth with their initial vessels. The Skylab Rescue mission was on standby from August 1973 to February 1974 in case of emergency.