I have some tidbits for you below thanks to a great article by Stacey Lee Feldman (CapsuleCorp). You can read her article on The History of Cosplay here!
Cosplay did not start in Japan as everyone believes. The word itself has its origins in a Japanese reporter, Nov Takahashi, but even the term itself stems from the two english words "costume" and "play." The term was first used to describe events happening at 1984 WorldCon.
The first "masquerades" at Conventions can be traced back to the 1950's. The first documented "masquerade" happened at WorldCon in 1950. Cosplay of that time used very little acting and primarily involved participating in the convention's masquerade.
The first documented Hall Costume was worn by a gentleman named Forry Ackerman in 1939 at WorldCon. He wore a self designed "space military style" uniform. Women did not begin attending conventions, as they were not permitted or did not attend, until the 1940's.
I hope you have a great start to your week and hop on over to the original article linked above. There is so much more information available there! As always, stay exceptionally chic & exquisitely geek!