Jeff Garret, 100 greatest us coins says: pg. 112, first column, under Joseph J. Mickley: "The first true full-time dealer was Ed Cogan, who did not open for business until 1858... as a result, Mickley only viable trading partner was the US mint itself! Mickley was able to purchase many formidable rarities ... and many early proof sets" What are early proof sets???
It's another one of those things that depend upon whom you ask. But a quick look at your Red Book gives you the answer. There is a year and I can't remember what it is right off the top of my head, but prior to that year Proofs were scarce, rarely minted. After that year they were commonplace and minted most years. So early are those minted before that year.
It's pretty easy to do. Pick a common coin like say dimes. Now look in the Red Book and look down the dates, if Proofs were minted the number of them is in parentheses like this (800) or whatever the number may be. If you're actually looking you see what dates have Proofs listed and what ones don't. You'll also see when, what year, they began to be minted. Now look at another common coin, say cents. Do the same thing. You'll have your answer. Think of it like this. You're hungry. Instead of me giving you a fish to eat, I'm trying to teach you how to fish for yourself so you'll never go hungry. edit - one more thing. The early Proofs are those that were minted before that common date that you find that Proofs began to minted almost every year.
An invaluable reference on this subject is Proof Coins Struck By The United States Mint, by Walter Breen, of which I see 4 copies available on Amazon.
1858 was the first year that the mint sold proof coins directly to collectors. Before that you had to know somebody to get one.