Well, the first cow to jump over the Moon was a tale told in a nursery rhyme from the first half of the 1800s - "Hey diddle diddle, the cat and the fiddle - the cow jumped over the Moon" (the poem I think then goes on to argue about whether the cow jumped "over" or "under" the Moon). Sometimes, I believe the first verse was also written as "hey diddle diddley...". As far as I can tell, the earliest published usage or variation of this poem seems to be from about 1819, when it was published in that year's edition of the "London Literary Gazette and Journal of Belles Lettres, Arts, Sciences, Etc".
Joke questions are not allowed on /r/AskHistorians.