K. Menger,  "Das botenproblem", in Ergebnisse eines Mathematischen Kolloquiums (K. Menger, editor), Teubner,  Leipzig, pages 11-12.
This volume contains a statement of a problem posed by Karl Menger on February 5, 1930, at a mathematical colloquium in Vienna.   Several historical studies of the TSP (Bock (1963),  Hoffman and Wolfe (1985))  point to this statement as a precursor of the TSP.   Bock (1963) translates Menger's statement as:  "We designate as the Messenger Problem (since this problem is encountered by every postal messenger, as well as by many travelers) the task of finding, for a finite number of points whose pairwise distances are known, the shortest path connecting the points.  This problem is naturally always solvable by making a finite number of trials.  Rules are not known which would reduce the number of trials below the number of permutations of the given points.  The rule, that one should first go from the starting point to the point nearest this, etc., does not in general result in the shortest path."