Without wanting to discourage further answers, you might be interested in How did the concept of "fandom" emerge? Is it a 20th century phenomena or does it have a longer historical legacy? and The first geek "fandom" arose around Hugo Gernsback's sci-fi pulp magazine, Amazing Stories. Fans would trade letters, publishing their addresses in the magazine. How did this proto-geek cuture arise? Were there other fan groups which focused on radio or comic strip content?

Jess Nevins has been tracing correspondence clubs for dime novels and the like in the late 1800s. What sets science fiction fandom (and by extension comics fandoms and modern popular-culture fandom) apart is that the current organizations derive in a largely continuous way from the early pulp fandom.