Tennessee
During the administration of U.S. President Martin Van Buren, nearly 17,000 Cherokees—along with approximately 2,000 black slaves owned by Cherokees—were uprooted from their homes between 1838 and 1839 and were forced by the U.S. military to march from "emigration depots" in Eastern Tennessee (such as Fort Cass) toward the more distant Indian Territory west of Arkansas. During this relocation an estimated 4,000 Cherokees died along the way west. In the Cherokee language, the event is called Nunna daul Isunyi—"the Trail Where We Cried." The Cherokees were not the only American Indians forced to emigrate as a result of the Indian removal efforts of the United States, and so the phrase "Trail of Tears" is sometimes used to refer to similar events endured by other American Indian peoples, especially among the "Five Civilized Tribes". The phrase originated as a description of the earlier emigration of the Choctaw nation.

Q: Which Native American nation's emigration was first associated with the term "Trail of Tears?"
Choctaw