You are right! Jamestowne was the first English colony, but St. Augustine predates that by about 100 years, I think. As I remember Jamestowne history, the early settlers feared not only the Indians, but also a nearby Spanish settlement which has since faded into history.
I remember the legend of The Lost Colony, but that was in the Carolinas, I think.
There was ALSO a legend, told among the tribes, of the White Indians - supposedly a Welsh adventurer named Prince Madoc made the crossing and a small band settled in the mid-Atlantic region. There are stories as far inland as Kentucky of the White Indians, when the Welsh mingled with the natives.
Actually the first English colony was Roanoke.
Jamestown was the first permanent settlement.