The Answer
1917 in a letter to Winston Churchill
The first SMS message was sent in 1992 but was not available to the public until a few years later. Internet chat technically started with the early precursors to the modern internet but didn’t become widely available until around the mid-1990s with IRC and later AOL Instant Messaging. It would be logical to assume that “Oh my God!” wasn’t abbreviated to OMG until electronic messaging became a thing.
Not so, apparently. On September 9th of 1917, an Admiral in the British navy by the name of Lord John “Jacky” Fisher wrote a letter to the future Prime Minister of Britain, Winston Churchill which contained the sentence “I hear that a new order of Knighthood is on the tapis — O.M.G. (Oh! My God!) — Shower it on the Admiralty!!” (he sure liked his exclamation marks!!)
It’s thought that he had become acclimated to writing in code, and that’s why he used OMG