This won't answer your question head-on - so hopefully someone will drop by with more information - but do see this absolutely charming write-up by /u/and_how in

• When 'The Wizard of Oz' was premiered in 1939, was this film most people's first time seeing a film in color, or had most people already had that experience by 1939? Are there any interviews with people after having seen the movie?

You should ask this over on r/truefilm as well, there's a bunch of knowledgeable film historians over there and you might get some good answers from them as well.