What year was the first zip code established ?

Answer 1

Postal Zones in 1943 (two digit code)
Non-Mandatory 5 digit postal codes in 1963
Mandatory 5 digit postal codes in 1967
5+4 zipcodes implemented in 1983

Much more info here:
http://en.wikipedia.org/wiki/ZIP_Code#Background

Answer 2

The postal service implemented postal zones for large cities in 1943. For example:

John Smith
3256 Epiphenomenal Avenue
Minneapolis 16, Minnesota