It's the other way round: we are a species because we are the ones that evolved intelligence, which was certainly an enormous difference between intelligent humans and physically identical unintelligent apes.

> why humans evolved intelligence, but why one and only one single species did

Well, that's false. But we killed off/interbred with all of the peer/near-peer species.

Wouldn't the first ones always wonder that?

This led me on a tangent that eventually took me to this line on Wikipedia:

“Humans have visited the Moon and sent human-made spacecraft to other celestial bodies, becoming the first known species to do so.”

How would we know if we’re the first known anything? You don’t know what you don’t know, as they say.

Ah, I meant on our planet. Of course, we wouldn't wonder if it's evident that there is aliens (other intelligent life from another object) at a similar time as when we evolve this level of intelligence. This would be far before we can make technological means to rule out intelligent life on nearby celestial objects, or someone would probably have come up with the question why we don't talk with (the equivalent of) apes and dolphins and such. The other intelligent life would have to be either among us, or visible from where we live (mountains, ocean surface, idk) with whatever we have for senses (like eyesight good enough to observe structures in orbit that are clearly not natural, as an example)