I had to go a couple of links to previous threads deep in order to find this, so I'll bring it back up to the top:
Paper "airplanes" have been found from around the turn of the 20th century in a church in Barnstaple, England. They had been thrown into the eves of the church by school children. They don't really look like modern paper airplanes as we would envision them with a long folded fuselage and wide wings. Rather, they're something more akin to an actual dart- a weighted point and paper stabilizing fins.
Follow up: Did the invention of the airplane influence the design of paper airplanes?
Not exactly an airplane, but the Wright Brothers' father gave them a toy helicopter when they were young.
According to the National Parks site; "In later years, Orville accredited this childhood toy as being the object that sparked their interest in flight."
It's a common question.
Here's a previous thread with answers : http://www.reddit.com/r/AskHistorians/comments/1k0tgm/in_a_time_before_the_invention_of_airplanes_is/