I always wondered about that and the only thing I found was that sherlock holmes fans were known to have a certain name "first fandom" but that is not a music artist's fan name. Beatles fans were called Beatlesmaniacs but that's just a description for the crazy fans which people used to describe other artists' fans as well. Michael Jackson fans were not named Moonwalkers when he was alive but only got the name in recent years because he was called moonwalker in his old movie (based on his moonwalk dance duh) in fact he once described fans like warriors but didn't mention a specific fandom name like moonwalkers.
Eventually from what I found in search results (which I am not sure about), it said that the first western artist that had a popular fandom name was Justin Beiber but Kpop artists like Super Junior, TVXQ, and SNSD had fandom names before that. Even traced it to old groups in 1996 H>OT had Fandom Name. So I am really curious because now it seems like an essential thing for artists to have from all around the world.