What was the first Southeast Asia countries claimed by European colonizers

The first Southeast Asian country that was conquered and colonized was the Malacca Sultanate.  

Explanation:

Southeast Asia, as multiple other regions in the world, was colonized in most part by the European colonial powers. Pretty much all of this region was colonized, with only Siam (modern-day Thailand) managing to avoid colonization. The European countries that managed to colonize territories in this region were Portugal, Spain, Netherlands, Great Britain, and France.

The first European colony was created by Portugal. In the year 1511, the Portuguese attacked and conquered the Malacca Sultanate, thus making this country the first one to fall under European rule. This sultanate was located on the territories of what are now Malaysia, Singapore, and Indonesia. While this was the first European colony, it was short-lasting, as the Portuguese were not able to cope with the Spanish and Dutch forces which came after them.