I can speak to early science fiction fandom specifically, although I'm not very familiar with Tolkein fandom. I do suspect that Tolkein's worldbuilding, and Tolkein's engagement with his fans, is different than a lot of what we see in earlier science fiction fandom. For example, I'm not aware off the top of my head of an example of an early sci fi author writing a 10-page addendum to the canon based on fan input.

I'll start by saying that early science fiction magazines often had letter columns, where readers could write into the magazine and the magazine would publish the letter, complete with the letter-writer's address. This facilitated a kind of message board for readers and enabled them to write directly together. If you look back at the old issues of Amazing, Astounding, or Wonder Stories, or any of the old pulps, you will see the letters pages just packed with people picking apart various details, inconsistencies, plot holes, scientific errors, etc. with just about every piece of fiction published in the magazine. You could literally open up just about any copy of any of the major magazines and find letters calling out authors for a variety of reasons.

A common criticism was the worldbuilding of the science fiction author not being consistent with known science, which I think is a bit different than the question as it relates to Tolkein specifically, but without doing specific research into it is the closest I think I can come at the moment.

Most science fiction written for these pulps was short, however. The scope of worldbuilding in science fiction in the 1920s and 1930s was generally much smaller than what Tolkein offered. Probably the most expansive world builder was E.E. Doc Smith in the Lensman and Skylark series, which are seminal space opera.

For example, part 1 of the Skylark of Space was initially published in Amazing Stories, August 1928. In the Feb. 1929 issue of Amazing, a fan wrote in: "'The Skylark of Space' was excellent -- even though the authors did play havoc with the theory of relativity." This is a common thread of criticism for Smith and for a lot of sci fi authors in general. Fans often wanted the otherwise wholly fictional worlds of science fiction authors to be grounded in real science -- at least not to violate any known science. Smith would sometimes engage with such comments.

I wish I had more time to dig into this because I'm sure there are more specific examples that are more closely related to the kind of author-fandom dynamic you're talking about, but it would require some actual research for me to find examples. If you are curious though, I suspect digging into Smith fandom of the 30s and even 40s would yield results.

There are many other fandoms that could be explored too that I suspect have such a dynamic, such as the fandoms around Edgar Rice Burroughs and Sherlock Holmes, both of which have roots before the 1950s.

Fandoms certainly existed before Tolkien. Look no further than fans of Sherlock Holmes creating what were essentially fan clubs such as the Baker Street Irregulars and their outcry when Arthur Conan Doyle killed off the detective.

Fandoms that demanded widely internally self-consistent fictional worlds? That part didn't so much exist before Tolkien. (As an example, Doyle famously made a mistake in The Man with the Twisted Lip in which John Watson's wife called him James. The fans just went along with it.) To see why, let's take a stroll down the history of what we now call Fantasy.

But first, what is Fantasy? Broadly speaking, any Fantasy will have fantastic elements to some degree. This can be portrayed in either setting or experiences, or both, to varying degrees. You can have one without the other, but if you have neither you have a regular fiction, not a Fantasy.

From this we can say that humanity has been writing fantasy stories since, well, since we learned how to write. The Epic of Gilgamesh, The Iliad, The Odyssey, The Mahabharata, they've got both fantastic experiences and settings to varying degrees. However due to the intersections they have with the religions of the time it's hard to call them "true" Fantasy. And indeed, for a long time much of what we would consider to be Fantasy was called by another name: Fairy Stories. But I'm getting ahead of myself.

Much inspiration for modern (western, at least) Fantasy came from medieval romances and sagas. Beowulf fights monsters; St George slays the dragon; Le Morte d'Arthur established many of the tropes surrounding knighthood and chivalry. And this is where we start getting to the meat of the question. Even if these stories are taking place in the "real world", there's not a place we can point to and say "That's Camelot". The setting was only slightly fantastic, while the experiences were fantastic. "A long time ago and far, far away" was the name of the game.

That lasted until roughly the 1700s. At that point there started to be more stories involving strange new worlds, but with a basis in "normal life" to compare against. The success of Robinson Crusoe spawned a whole genre of copycats known as Robinsonade stories, where someone has to survive in unknown environs, desert islands, etc. By the mid-1800s there were starting to be Dream World type stories, where someone from our world would be temporarily transported to another world. Alice's Adventures in Wonderland and The Wonderful Wizard of Oz are probably the best known from this era, but another major title was George MacDonald's Phantastes, considered to be the first modern Fantasy specifically written for adults rather than a Fairy Story for children.

Then came William Morris, an avid fan of medieval romances who in the 1880s-90s wrote some of his own. Among these were the first Fantasy stories known to take place entirely in a fully fictional world. In other words, going back to the setting/experiences idea from earlier, up until the 1890s pretty much anything resembling Fantasy had some tie to the real world - Alice's adventures are in Wonderland, but she comes home to Earth at the end, etc - but now thanks to Morris we've established the idea of a fully fictional world.

After World War One there was an increase in Fantasy for adults, again using the idea of fictionalized worlds (note that WW1 is also when Tolkien first started writing what would become Lord of the Rings). This led to a wider audience, helped by the establishment of the pulp mags of the 1920s. With the trend of whole other worlds established, writers started pumping out stories of heroes in other worlds - the early predecessors to the sword and sorcery genre. It didn't have to be totally internally consistent because it wasn't meant to be. It was roughly equivalent to the following decade's comic book heroes like Superman, he just does what he has to do to win the current fight. If that goes against what was established in last month's story, well, that was last month.

Tolkien, however, was a bit different. He was solidly of the opinion that any good Fairy Story should be internally consistent and credible. From his 1939 lecture (published 1947 as) On Fairy-Stories:

"It is at any rate essential to a genuine fairy-story... that it should be presented as 'true'. ... But since the fairy-story deals with 'marvels', it cannot tolerate any frame or machinery suggesting that the whole framework in which they occur is a figment or illusion."

Tolkien was the first to make the jump from "here's a fully fictional fantastic setting" to "here's a fully fictional fantastic setting that we are all going to treat as fully real, got it?" while also having mass market appeal.

Why did it have such appeal? Looking at the trends of Fantasy we can see that popular subgenres tend to mirror some aspect of the society they are written in. The Age of Exploration led to the Robinsonades I had mentioned earlier; once we realized that we had found all the major land masses and there wasn't much else to explore, the Robinsonades fell in popularity to the Lost World subgenre - right at about the same time that the European powers were fighting for control over Africa. Then once we reached space, suddenly there was a new frontier of exploration and the Robinsonades have been trickling back with more of a sci-fi bent, from Lost In Space in the 1960s to The Martian in the 2010s.

This mirroring of society is seen in the popularity of Lord of the Rings with its deep consistent world building. By the 1950s when it was published we had entered an age of science where the consensus was that everything could be explained with a deep enough understanding, and math and science were taking over as the most important subjects in academia. While there was still much enjoyment to be had from the sword and sorcery type of Fantasy where there weren't really consistent rules, they were treated as more childish (akin to what we might call a power fantasy today). Better to have consistency these days, otherwise it's just hand-waving

In this context it's no surprise, perhaps, to realize that the first of the wargames that would inspire Dungeons and Dragons was released in 1954, the same year as Lord of the Rings was published. It was part of a general society-wide trend towards consistency in fiction. That's certainly not to say that it's happened quickly or fully, but it has happened in most fiction that tries to take itself seriously. It's not so much that Tolkien started the idea of a consistent fictional canon, but he was in the right place at the right time to cement the idea.