Here's a breakdown:
* Shodai (初代): First generation, founder
* Soke (宗家): Head of a lineage, typically referring to the founder of a martial art style or school
Therefore, "Shodai Soke" refers to the original founder of a particular martial art style or school. They are the first person to establish the lineage and pass on the teachings.
For example, in karate, Gichin Funakoshi is considered the Shodai Soke of Shotokan karate.