The best example of this is probably the traditional joke. Jokes, as we conceive of them in their traditional form, are generally structured to turn on the sudden and unexpected revelation of a piece of overlooked or theretofore hidden information (often in the form of a punchline), which makes the situation of the joke humorous. Indeed, nearly all story-form jokes (and almost all short-form horror fiction, or "creepypasta" -- which also often feature "punchlines") turn on this structural figure. Considering that jokes are known to have been told in their more or less modern form as far back as ancient Sumeria, about 1900 B.C. or so, we can guess that "twists" and surprises were a known literary technique for most of literary history. The fact that older stories, in some cases, do not use this technique, but instead rely on heavy foreshadowing or even pre-summary, may have more to do with other desires on the part of the writers than the writers' lack of knowledge about "twists."

As for longer-form stories with a twist, or multiple twists, these could be found in some of Aesop's fables, to some degree, but perhaps the first definite example I can think of would be in the One Thousand and One Nights collection of stories from the Islamic Golden Age (around 800 AD to about 1250). Specifically, the story "The Three Apples" contains several unexpected plot twists which the reader would surely have been expected to be shocked/surprised by. Much of Islamic fiction at this time was quite lurid (as was fiction from European cultures a bit later), and featured many literary devices to surprise and shock the reader, plot twists certainly being one.

The history of twists is tricky. As with most elements of fiction, it is very difficult to define a single starting point for something. But I will do my best.

Romantic twists were certainly a staple of Restoration-era comedies. But these were more akin to deus ex machinas that wrapped up the plot neatly while gracefully upholding the status quo, and it is unlikely anyone was surprised by them.

A more earnest endeavour toward twists and turns is seen in the development of gothic literature. Early gothic novels like Castle of Otranto and Wieland (sometimes called the first American novel) employ twists in their stories to weave a suitably complex tale of horror, but these are not really the overt surprises we understand today, and still hold a lingering resemblance to neoclassical tragedy.

Mystery novels of the 19th century get closer to the modern twists, where readers are led along to a big reveal. The proto-mystery of western literature is often thought to be Edgar Allen Poe's "Murders at the Rue Morgue" where the killer is revealed to be an orangutan. That would have played against reader expectations at the time. This practice led into the great detectives like Sherlock Holmes and Hercule Poirot, who offered their grand deductions at the story's conclusion and let the reader know what was going on. This gets us closer to the twist ending, but not all the way there, because even if the reader does not know who the killer is, they know to expect this reveal at the end, so it does still play into expectations.

The modern twist ending is largely a product of the "weird tales" of the early 20th century. H.P. Lovecraft was certainly famous for them, and employed them with varying degrees of dexterity. By the 1920s these twists were a staple of science fiction and horror stories. It was seen as a cheap trick, and it often was: twists soon became as formulaic as the stories themselves. But the practice spilled outwards, and 1920s crime fiction picked it up. The most famous example there is Dashiel Hammett's The Maltese Falcon, which delivered its readers a double twist.

Hammett spear-headed the noir genre, which of course led into the film noir genre, landing squarely at the feet of Alfred Hitchcock. At that point, the twist got elevated out of dime novels and into a more literary tradition.

It's not as active a sub as this, but you could try over at /r/AskLiteraryStudies.