fuel used for first steam locomotives?

A talking head on the radio recently stated that some of the first steam locomotives were "powered by hemp oil." I'm a bit skeptical about this. Have not been able to find anything to back this up online yet though I read Henry Ford was working with hemp oil with some of his early cars though that's for another forum.

Wood and then coal were standard fuels in the U.S. British railways used coal from the start: after all, the first locomotive hauled trains (other than working-model demonstrations, like Trevithick's and John Stevens's) were for lines in the North of England connecting coal mines to docks.
It is possible that some very early, perhaps experimental, locomotive was fueled by hemp oil, but I don't know of it. (That doesn't prove much; I made a perfunctory Google search but didn't put serious effort into it.) I would imagine that it would have been a higher-cost option.

I would presume it would be wood. Plentiful, easy to work with, especially in the US.

Speaking as an experienced steam locomotive fireman and engineer, wood burns hotter than coal, although a lot faster, keeping a fireman very busy. Coal lasts a while, and gives a steadier heat output. An equal supply of wood and coal, for the same requirements on the same loco, are three times good seasoned hardwood over coal.