According to the Summary on Wiki Dale was bitten
By that walker that killed him, but as I remember it, it was more of a disembowelling where the walker used it's fingers to pull apart his chest like it was clay (suggesting Walkers have crazy finger strength.
As I don't remember it that way, I'd go with Hershels leg being the first example of a walker sinking its teeth into a human on screen.
Or even earlier would be Otis and Shane, but I don't think they actually show Walkers chomping on Otis.