There is an excellent treatment of part of this question by Beachcomer (aka Simon Young).

In essence, he found that there was evidence of artistic depictions of winged fairies at least as early as the late sixteenth century, but it was abnormal at the time. Wings became mainstream in art during the Victorian era, but they did not affect popular perception until the turn of the twentieth century. The famous Cottingley photographs of 1917, depicting small, winged fairies would have been incomprehensible in the mid nineteenth century - at least as far as the "folk"/believers at the time is concerned. By the twentieth century, wings were standard fair among believers - the art had seeped down to the folk. In the book, Seeing Fairies: From the Lost Archives of the Fairy Investigation Society, Authentic Reports of Fairies in Modern Times, which is an inventory of twentieth century sightings of fairies, wings are extremely common in the descriptions.

The problem with the term "fairy" is that it is used - and has been used - by different people for different things. Various precisely catalogued "Handbooks of supernatural Beings" are published with precise definitions, but the folk of folklore are often vague about definitions.

"Fairy" is often used in Ireland and Scotland as a translation for the Gaelic term that sounds like "shee" (as in banshee - literally, woman fairy). Fairy is also used generically in English language publications for any number of supernatural beings that might also be called elves, pixies, or by other terms. In fact, these are all part of a cultural complex of related entities that can be found from Ireland to Sweden and Brittany to Iceland.

These entities figure in legends - many shared across the region. In these legends, the "fairies" often interact with people, who do not initially recognize that they are dealing with the supernatural/extraordinary. In other words, the "fairies" do not have wings or pointed ears, and they are not small. They seem like people, and only at the end do the humans recognize their peril, for dealing with the fae is usually a dangerous proposition!

Some of these Northern European entities spend more time small than human sized, where others of the species are more often human-sized. All are capable of appearing human-sized.

When did they become universally small? Again, it was a matter of the Victorian period, which transformed human-appearing entities into small, cute pixies with insect wings and a habit for fluttering about flowers. This transition was encouraged in part by Anna Eliza Kempe Bray (1790–1883). Most of Bray’s publications were novels, but her two antiquarian books affected the perception of supernatural beings in the English-speaking world: Traditions, Legends, Superstitions, and Sketches of Devonshire on the Borders of the Tamar and the Tavy (1838) and A Peep at the Pixies; or, Legends of the West (1854). Bray presents several legends with the elaboration of a novelist. Nevertheless, she was part of the beginning of the transition from the antiquarian gathering of random morsels to a more systematic recording and publishing of oral tradition. In addition, Bray played a pivotal role in affecting popular perception of fairies, and particularly in how artists and subsequent authors would depict them. It is important that Bray was collecting in the south West of Britain, where the indigenous pixies spend most of their time in small form. Even there, folk legends described them in human form interacting with unsuspecting people, but their smallness was something that would affect the genre throughout the English-speaking world.

I have long contemplated writing something on the subject of fairy wings and diminutive size, but I have only got so far as the first two paragraphs. Perhaps they have some use here:

While boarding a plane to Reno just before the Labor Day Weekend of 2013, my fellow passengers were confronted with a fairy appearing in our midst. We could see that she was a fairy because she wore large butterfly wings. As she tried to take her seat, the wings proved to be anti-social since they poked her neighbors in the face and otherwise did not fit the confined space. Many probably understood that she was heading to the Burning Man Festival, a large carnivalesque gathering held annually north of Reno on the Black Rock playa. More importantly for our purposes here is the immediate recognition that she was a fairy because of those wings.

If we could transport our fairy of the twenty-first century back to, say, a sixteenth-century British or Irish village, what would people think of her? Would they recognize her as a fairy? It is easy to imagine that they would not know that she was a fairy. For believers of the sixteenth century, fairies (and their ilk, regardless of name) did not have wings. They figured in legends with people encountering the supernatural beings while not recognizing that there was anything extraordinary, at least at first. Wings, then or now, are an immediate clue that something is not normal: reference that flight in 2013! At some point between the sixteenth century and the present, an amazing shift in folk belief occurred, where wings were once not part of the package, and then they became a required attribute.