The oldest source I can find for this is

The Fireside Book of Children's Songs
by Marie Winn & Allan Miller
New York, Simon and Schuster, 1966.

The text is given in a book review in Literary Sketches, Oct. 1967:

"Have you seen the ghost of John?
Long white bones and the rest all gone,
Oh ---,
Wouldn't it be chilly with no skin on?"