MG,
Need clarification here.
You say the first US lighthouse agency, yet you specify COLONIAL lighthouses. Do you mean the lighthouses which were built by the British colonial government and were added to that US agency when created? Or do you mean an agency which oversaw the colonial lighthouses on future US soil?
Taking a shot at the former, as I believe there was no colonial agency, all of these lights were either privately owned or built by individual colonies.
The US Lighthouse Establishment was created by Congress in 1789. I believe there were 12 lighthouses and 7 spar buoys that were transferred to this branch.
8 of these lights were Boston, Brant Point, Beavertail, Sandy Hook, Tybee Island, New London Harbor, Charleston Harbor, Cape Cod