Thank you for the question Michael. The Department of the Senate has put together a great online exhibition about the first Australian Parliament. They have looked into the biographies of each of the first senators and members of the House of Representatives, and found:
It is important to remember that in 1901 there was no Australian citizenship – all Australians were British subjects. Senators and members born in Britain or a British Dominion (Canada, New Zealand and Ireland) were able to sit in Parliament according to section 44 of the Australian Constitution. If the two members of the House of Representatives who were born in Chile and the USA were not British subjects, they were technically ineligible to sit in the Parliament!