Nitpick: Bloomeries generally don't melt iron. They are just hot enough to reduce iron oxide to iron. Melting iron is a relatively young technology. From Wikipedia (https://en.wikipedia.org/wiki/Bloomery):
"Inside the furnace, carbon monoxide from the incomplete combustion of the charcoal reduces the iron oxides in the ore to metallic iron without melting the ore; this allows the bloomery to operate at lower temperatures than the melting temperature of the ore."
and
"As a bloomery's size is increased, the iron ore is exposed to burning charcoal for a longer time. When combined with the strong air blast required to penetrate the large ore and charcoal stack, this may cause part of the iron to melt and become saturated with carbon in the process, producing unforgeable pig iron, which requires oxidation to be reduced into cast iron, steel, and iron. This pig iron was considered a waste product detracting from the largest bloomeries' yield, and early blast furnaces, identical in construction, but dedicated to the production of molten iron, were not built until the 14th century."
It's a fair point but pragmatically a nitpick indeed - for a full four thousand years people have worked iron into tools without melting it through the wonder of a chemical reaction that sidesteps the issue.
While we're here I guess we should also point out that glass blowing furnaces don't melt silicon, they dissolve it into a flux of other stuff to make a gooey glob we call molten glass.
The original question posed was "who first decided to melt the rocks and get the iron" .. technically the rock was smelted not melted in order to remove the rock and get the iron.
The first quibble was that iron isn't melted out, my response was that a bloomery is used instead, my bad for not clarifying that they are used to smelt and not melt.
I just wanted to make sure that it's clear for everybody. People seem to think that melting iron is easy. All the time I see smiths in movies and TV shows running around with molten iron in a medieval setting and even casting swords. It drives me nuts.