The earliest autograph hunting craze with which I'm familiar dates back to the first years of the 19th century, when it became popular among women in genteel and aristocratic circles. One interesting consequence of this was the survival of some personal papers of Jean-Paul Marat's which would certainly otherwise have been lost to history:

"It appears that Marat’s papers must have been seized by the Cabinet Noir—France’s secret postal police—after his murder. With the rise of Napoleon, most of the Cabinet’s holdings from the revolutionary period were deemed surplus to requirements, and when in 1806 a well-connected lady by the name of Madame Guilleminot (sister-in-law to the general of the same name) took up the hobby of collecting autographs and applied to the Emperor’s sister for some samples, “an immense package of letters” from the Cabinet’s files was boxed up and sent to her in Brussels. This collection, which evidently included extracts from the Marat papers, was later sorted by an unnamed British gentleman detained in the city on parole during the Napoleonic Wars; he copied out some of the more interesting items, and on his eventual return to England, these began to appear as a series in The New Monthly Magazine."

Source: Mike Dash, "Naval Gazing" Smithsonian Magazine, 13 October 2011

http://www.smithsonianmag.com/history/naval-gazing-the-enigma-of-etienne-bottineau-104350154/?no-ist