Where in known science fiction—in written, broadcast, or performed form—did the concept of a handheld gun that specifically fired a ray (i.e. not lightning, not a flash of light, etc.) first appear? Answers should avoid fiction about magic.
I am using the "history-of" tag because I am interested in the history of the idea or trope of the ray gun, not in any history of actual rays, guns, or ray guns.
The Martian heat ray in The War of the Worlds (1897) is not hand held as specified in Lexible's question. And not tentacle held either!
1934:
Although the possibility of meeting hostile inhabitants was remote, they carried at their belts light little deionizer tubes, those deadly modern weapons that destroy life by inducing a chemical change within the body.
[...]
Suddenly one of the radiant beings ceased its movements, hung, as it were, helplessly. In its shimmering membranes a hole had appeared, a hole through which the cold stars showed. Quickly, like a fire eating through cloth, the hole widened, spread through the complex ramifications of its being. It reached the tips of the ruffles, and went out. The prismatic light disappeared.
"You fool!" Ingraham tried to knock the deionizer from Durphee's hand, but the heavy space suit hindered him, and another of the radiant creatures died. And yet another, before Ingraham wrenched the tube from the other's grasp. Like glowing bubbles before a gale, the visitors swept upward and away, and in a few seconds there was no sign of them.
https://www.unz.org/Pub/FantasticMysteries-1939nov-00118[1]
From "The Radiant Enemies" by R.F. Starzl, first published in Argosy 10 February 1934.
https://www.isfdb.org/cgi-bin/title.cgi?71332[2]
1930:
There are hand held ray guns in E.E. Smith's Skylark Three Amazing Stories August 1930:
He touched the lever and the Skylark moved slowly toward the wreckage, the scattered fragments of which were beginning to move toward and around each other because of their mutual gravitational forces. Snapping on a searchlight, he swung its beam around, and as it settled upon one of the larger sections he saw a group of hooded figures; some of them upon the metal, others floating slowly toward it through space.
"Poor devils—they didn't have a chance," he remarked regretfully. "However, it was either they or we—look out! Sweet spirits of niter!"
He leaped back to the controls and the others were hurled bodily to the floor as he applied the power—for at a signal each of the hooded figures had leveled a tube and once more the outer screen had flamed into incandescence.
As the Skylark leaped away, Seaton focussed an attractor upon the one who had apparently signaled the attack. Rolling the vessel over in a short loop, so that the captive was hurled off into space upon the other side, he snatched the tube from the figure's grasp with one auxiliary attractor, and anchored head and limbs with others, so that the prisoner could scarcely move a muscle.
http://www.gutenberg.org/files/21051/21051-h/21051-h.htm#CHAPTER_III[3]
Thus the correct answer for the first hand held ray gun must be in or before 1930.
Isn't a blaster a kind of ray gun? According to the online OED and Brave New Words: The Oxford Dictionary of Science Fiction (Jeff Prucher, ed.), the following is the earliest known use of the word "blaster" for a sci-fi weapon.
1925: "When the Green Star Waned", an novelette by Nictzin Dyalhis, first published in Weird Tales, April 1925, available at the Internet Archive. Quoting from page 6, column 2:
Well it was for me that, in obedience to Hul Jok's imperative command, I was holding my Blastor pointing ahead of me; for as I blundered full upon the monstrosity it upheaved its ugly bulk—how, I do not know, for I saw no legs nor did it have wings—to one edge and would have flopped down upon me, but instinctively I slid forward the catch on the tiny Blastor, and the foul thing vanished—save for a few fragments of its edges—smitten into nothingness by the vibrations hurled forth from that powerful little disintegrator.
It was the first time I had ever used one of the terrific instruments, and I was appalled at the instantaneous thoroughness of its workings.
The Blastor made no noise—it never does, nor do the big Ak-Blastors which are the fighting weapons used on the Aethir-Torps, when they are discharging annihilation—but that nauseous ugliness I had removed gave vent to a sort of bubbling hiss as it returned to its original atoms; and the others of our party hastened to where I stood shaking from excitement—Hul Jok was wrong when he said it was fear!—and they questioned me as to what I had encountered.
You will have to decide if the "telelyt guns" from Kurd Laßwitz' "On Two Planets" (1898) qualify. They are handheld, and they fire energy, not as lightning or flashes of light. However the description of how they work is somewhat different from your run-of-the-mill ray gun.
Der Telelyt ist ein Apparat, durch welchen chemische Wirkung in jeder beliebigen Form erzeugt werden kann, soweit nur die direkte Bestrahlung des Gegenstandes vom Apparat aus möglich ist. Wenn man zum Beispiel glühenden Sauerstoff durch den Telelyten treten ließ, so wurde die chemische Energie durch Strahlung fortgepflanzt und kam auf dem bestrahlten Körper, etwa dem Gußstahl des Geschützes, wieder als chemische Energie zum Vorschein, so daß der Stahl einfach verbrannt wurde.
Very roughly:
The telelyt is an apparatus that allows to generate arbitrary chemical reactions, as long as you can expose the target to its radiation. If, for example, you would feed glowing oxygen into the teleyt, the chemical energy would be transferred by radiation and re-appear on the target.
So it's hand-held and fires rays, but is a bit different from the lasers or blasters that usually come to mind when we think of ray guns.
