John Lennon claimed to be the first person to record feedback on the Beatles 1964 record I Feel Fine. You can hear it in the opening seconds before the guitar riff starts:
Somebody recently pointed out to me that Little Walter’s 1957 recording Blue Light. You can hear it starting at about 1:50, and few other times throughout the track.
Little Walter was such an understated innovator in so many ways. Anywho, fun to be able to tout the harmonica as introducing feedback before the guitar!
Rock on,
Luke