Part of the issue in answering this question is that it's hard to peg something as a fetish until the concept of a fetish exists culturally. It's for this reason that we can't call Alexander the Great a homosexual, even if he did have relations with men, because the concept of homo or heterosexuality didn't exist in his time.

In the same way, we can't attribute fetishism to someone before the fetish concept exists. However, we can pin down who was the first to introduce the term and popularize it. The answer to this is a french revolution writer named Retif de la Bretonne, who brought the fetish concept from early anthropologists and made it into a sexual concept. He also coined the term 'pornography.' His particular fetish, coined after his name, is called retifism, and its the fetishism of feet, especially feet in shoes.

As far as who tried to make the first categorization of fetishism? That honor lies with the Marquis de Sade, whose 120 Days of Sodom were, in his words, an attempt to categorize and depict every posttivle sexual fetisihm or deviation.

For more:

Bad Books--Amy Wynngard SADE, THE LIBERTINE NOVELS-- John Phillips.