I believe the NFL has had jersey numbers since its inception.
For NCAA, I'm sure its school by school. MSU's media guide lists a player's number next to his name on the list of all time letter winners. So trying to narrow it down from there. I found a player who finished in 136 with no number listed, but for a guy who ended in 1937, he had one. It could get more complicated, like ball carriers had them. Or records of player numbers weren't kept prior to that, but I'll guestimate MSU added them in 1937.