Song lyrics:
"I got the blues and can't be satisfied" by 1908 (H. Odum)
"I got the blues but too damn mean to cry" by 1908 (H. Odum)
"I got the blues... want to lay down and die" by 1912 (F. Seals)
"Some folks say that the rolling blues ain't bad" by 1912 (W. Thomas)
"The blues ain't nothing but a good man feeling bad" by 1912 (L. White)
"When a woman gets blue she hangs her head and cries" by 1912 (L. White)
"I don't know what to do... I always feel so blue" by 1912 (S. Brooks)
"The blues ain't nothing but the doggone heart disease" by 1913 (L. White)
"Got the St. Louis blues" by 1914 (Handy)
"If you ever had the blues, you know just how I feel" by 1915 (F. Canada)
"... blues so bad..." by 1915 (F. Canada)
"I got them hesitation blues" by 1915 (B. Smythe)
"Did you ever wake up with the blues all 'round your bed?" by 1916 (Leighton brothers)
"If the blues was whiskey, I'd stay drunk all the time" by 1916 (B. Pennington and A. Holloway)
"I got the railroad blues" by 1916 (B. Wooten)
"If the blues overtake me, I'll jump overboard and drown" by 1917 (J. Lomax)
"Blues in the bottle I've got stoppers in my hand" by 1920 (C. Kemp)

Tune titles:
"I Got The Blues" by 1907 (black Louisiana guitarist, 12-bar tune, per listener A. Maggio)
"I'm Alabama Bound
Ragtime Two Step
(Also Known As The Alabama Blues)" 1909 (R. Hoffman)
"Easton Blues" by 1910 (H. Love)
"The Blues In The Indian Style" by 1911 (E. Harris)
"Dallas Blues" by 1912 (H. Wand)
"Yeah! Hoo! I've Got The Blues" by 1912 (J. Woods)
"Railroad Blues" by 1912 (W. Thomas)
"I've Got The Weary Blues And Don't Know What To Do" by 1914 (J. Anderson and J. Smith)
"Joe Turner Blues" by 1915 (Handy)

The expression "blues," not in music:
"got the blues" early 1800s, e.g. _Godey's Magazine_ 1841
"terrible 'blues'" by 1850
"awful blues" by 1869
"blues so bad" by 1876
"ever had the blues" by 1884
"when a man gets the blues" by 1894