H. G. Wells, David Wesely, Dave Arneson and Gary Gygax may need to make room for the Brontë sisters(!):
https://www.dicebreaker.com/categories/roleplaying-game/feature/brontes-roleplaying-before-dnd
In 1845, two years before Wuthering Heights was published, Emily Brontë shared a train trip to York with her sister Anne, who was two years out from publishing her first novel Agnes Grey. To pass the time the two sisters played a game they'd enjoyed since they were children, which Anne described in her diary like so: "During our excursion we were Ronald Macelgin, Henry Angorra, Juliet Angusteena, Roseabelle, Ella and Julian Egramont, Catherine Navarre and Cordelia Fitzaphnold escaping from the palace of instruction to join the Royalists who are hard driven at present by the victorious Republicans."
They invented characters with luxuriantly fantastical names - Roseabelle Egramont is your next tiefling rogue in D&D, you're welcome - and told stories of dramatic escapes and revolutions. It was all part of an ongoing saga started with their older siblings Charlotte and Branwell years before. They told stories about these characters but, more importantly, as Anne wrote, they "were" them, embodying the imaginary heroes. It may sound closer to a game of ‘let's pretend’ or a creative writing exercise - and it was both of those things - but this imaginative fantasy of the Brontës' creation also had a lot in common with a modern tabletop roleplaying game.
Branwell Brontë owned a collection of miniatures any Warhammer player would be proud of, and when his father brought home 12 toy soldiers as a birthday present he shared them with his three sisters. Each sibling chose a miniature and named them. They became Bonaparte, Gravey, Waiting Boy and the Duke of Wellington, and were the first inhabitants of a land eventually dubbed the Glass Town Confederacy and sketched out by Branwell on a map that needs only a hex grid to look at home in a tabletop RPG supplement.