It was the first word. That said looking at some etymology it's easy to see why it could refer to our type of snowsliding as well.
1883 (there is an isolated instance from 1755; in early use often spelled skee), from Norwegian ski, related to Old Norse skið "long snowshoe," literally "stick of wood, firewood," cognate with Old English scid "stick of wood," obsolete English shide "piece of wood split off from timber;" Old High German skit, German Scheit "log," from Proto-Germanic *skid- "to divide, split," from PIE root *skei-"to cut, split." Ski-jumper is from 1894; ski bum first attested 1960; ski-mask is from 1963; noted as part of criminal disguises from 1968.
1885, verbal noun from ski (v.).
THE new sport which has lately been introduced at Beloit is skeeing. They are long ash planks, carefully and turned up at the end, and are warranted to take down hill quicker than a wink. After some practice performers become very expert, and the speed with which they go is something surprising. [Beloit College, Wisconsin, "Round Table," Dec. 18, 1885]