The first time I can remember is right after Tom Bombadil tried it without becoming invisible, but I'm not sure. He had already possessed the Ring for many years at that point, so I guess he might have tried it before..?
The first time Frodo put the Ring on in canon was in Tom Bombadil's house:
He waited for an opportunity, when the talk was going again, and Tom was telling an absurd story about badgers and their queer ways - the he slipped the Ring on.
But the wording around this suggests he was already familiar with the Ring's effects:
Tom leaned forward and handed it back to him with a smile.
Frodo looked at it closely, and rather suspiciously (like one who has lent a trinket to a juggler). It was the same Ring, or looked the same and weighed the same: for that Ring had always seemed to Frodo to weigh strangely heavy in his hand. But something prompted him to make sure.
Frodo was delighted (in a way): it was his own ring all right, for Merry was staring blankly at his chair, and obviously could not see him.
So it's quite likely that he'd tried it on at some earlier stage (despite Gandalf's multiple warnings not to).
It's impossible to say for sure when Frodo first used the Ring, but there are hints which in the end point to a pretty clear conclusion.
First, shortly after the Party when Bilbo leaves Bag End and Frodo first gets the ring, Gandalf speaks to Frodo to tell him he also is leaving. The relevant parts of the conversation goes:
'Then I forgive you. [for mistaking Gandalf's knock on the door for Lobelia Savkville-Baggins's] But I saw her some time ago, driving a pony-trap towards Bywater with a face that would have curdled new milk.'
'She had already nearly curdled me. Honestly, I nearly tried on Bilbo's ring. I longed to disappear.'
'Don't do that!' said Gandalf, sitting down. 'Do be careful of that ring, Frodo! In fact, it is partly about that that I have come to say a last word.'
Frodo's wording "I nearly tried on Bilbo's ring. I longed to disappear" strongly suggests that he knew what the Ring did (part of it, anyway) but had not yet worn the Ring. This is significant, since probably the most likely time for him to try it out would be when he first got it. A new, magical, harmless toy! Wow. Gotta see if this works for me, too!
That's when Gandalf warns Frodo about using the Ring:
But if you take my advice you will use it very seldom, or not at all. At least I beg you not to use it in any way that will cause talk or rouse suspicion. I say again: keep it safe, and keep it secret!'
There's a key bit there, though, which makes everything less certain: Gandalf doesn't tell Frodo never to use the Ring, but says "use it very seldom, or not at all." This speaks strongly to the possibility that Frodo did use the Ring before he set off on his travels. The Ring wants to corrupt, the Ring wants to be used, the Ring is subtle and tempting. Could Frodo really have held the Ring for seventeen years and never used it?
What did he know about it? Gandalf's advice was to "use it seldom." Blibo had held it for fifty years, had used it, and had had a better and healthier life than most Hobbits. This is not exactly a strong set of reasons not to use it.
So, seventeen years later, Gandalf returns with full knowledge of what the Ring is, and shares it with Frodo. In the course of the conversation, Gandalf reported that Bilbo
'had found out that the thing needed looking after; it did not seem always of the same size or weight; it shrank or expanded in an odd way, and might suddenly slip off a finger where it had been tight.'
'Yes, he warned me of that in his last letter,' said Frodo, 'so I have always kept it on its chain.'
So Frodo carried the Ring with him some or most of the time. Temptations, temptations! It's very hard to imagine that Frodo never used the Ring. Late in the same conversation, Gandalf says
'Give me the ring for a moment.'
Frodo took it from his breeches-pocket, where it was clasped to a chain that hung from his belt.
Frodo had it on him, then, too. (Though, to be fair, Frodo knew he would be talking with Gandalf about the Ring.)
During this extended conversation, Gandalf now reads Frodo the riot act and makes it as clear as he can that Frodo should not use the Ring.
But now some evidence against Frodo having used the Ring. Some months later in the Fall, when Frodo leaves Bag End to go cross-country to the house at Crickhollow, he and his companions are nearly caught in the wild by a Black Rider. They hide, and
A sudden unreasoning fear of discovery laid hold of Frodo, and he thought of his Ring. He hardly dared to breathe, and yet the desire to get it out of his pocket became so strong that he began slowly to move his hand. He felt that he had only to slip it on, and then he would be safe. The advice of Gandalf seemed absurd. Bilbo had used the Ring.
It's very hard to see how this would make sense if Frodo had ever used the Ring himself. If he had, he'd be thinking more along the lines of Why not? It's never caused me any problems before than "Bilbo had used the Ring" safely.
At Crickhollow, the conspirators confront Frodo and let him know that they know all about the Ring and Frodo's planned flight from the Shire. Merry talks about having seen Bilbo use the Ring:
'It was the Sackville-Bagginses that were his downfall, as you might expect. One day, a year before the Party, I happened to be walking along the road, when I saw Bilbo ahead. Suddenly in the distance the S.-B.s appeared, coming towards us. Bilbo slowed down, and then hey presto! he vanished. I was so startled that I hardly had the wits to hide myself in a more ordinary fashion; but I got through the hedge and walked along the field inside. I was peeping through into the road, after the S.-B.s had passed, and was looking straight at Bilbo when he suddenly reappeared. I caught a glint of gold as he put something back in his trouser-pocket.
and he continues snooping:
'After that I kept my eyes open. In fact, I confess that I spied. But you must admit that it was very intriguing, and I was only in my teens. I must be the only one in the Shire, besides you Frodo, that has ever seen the old fellow's secret book.'
So, in spite of diligent spying, none of the Conspirators have seen Frodo use the Ring. (Though they seem to have seen pretty much everything else!)
Up to this point, the evidence seems to point strongly, but not conclusively, to Frodo never having worn the Ring: He almost certainly didn't wear it right after the Party, no one saw him wear it in the next 17 years, and when he is tempted to wear it, he reflects that Bilbo wore it safely, not of his own experience.
At the house of Tom Bombadil, Bombadil asks for the Ring, plays with it a bit, makes the Ring disappear (or seem to) and then hands it back to Frodo:
Frodo looked at it closely, and rather suspiciously (like one who has lent a trinket to a juggler). It was the same Ring, or looked the same and weighed the same: for that Ring had always seemed to Frodo to weigh strangely heavy in the hand. But something prompted him to make sure. He was perhaps a trifle annoyed with Tom for seeming to make so light of what even Gandalf thought so perilously important. He waited for an opportunity, when the talk was going again, and Tom was telling an absurd story about badgers and their queer ways - then he slipped the Ring on.
Merry turned towards him to say something and gave a start, and checked an exclamation. Frodo was delighted (in a way): it was his own ring all right, for Merry was staring blankly at his chair, and obviously could not see him. He got up and crept quietly away from the fireside towards the outer door.
Frodo laughed (trying to feel pleased), and taking off the Ring he came and sat down again. Tom now told them that he reckoned the Sun would shine tomorrow, and it would be a glad morning, and setting out would be hopeful. But they would do well to start early; for weather in that country was a thing that even Tom could not be sure of for long, and it would change sometimes quicker than he could change his jacket. 'I am no weather-master,' he said; 'nor is aught that goes on two legs.'
That is not the behavior of someone using a magic ring for the first time! "He waited for an opportunity, when the talk was going again...he slipped the Ring on." Very casual, that! It betrays real familiarity with the Ring and what happens when you wear it. Then,
Merry turned towards him to say something and gave a start, and checked an exclamation. Frodo was delighted (in a way): it was his own ring all right,... He got up and crept quietly away from the fireside towards the outer door.
Frodo knows what the Ring's "normal" behavior is, and behaves nonchalantly about it all. (Had I put on a magic ring for the first time after having owned it without using it for 17 years, I think I'd do more than be "delighted" and creep "quietly away".)
Frodo's behavior here is simply not compatible with this being the first time he wore the Ring.
So at this point, I'm 90% convinced that he'd tried the Ring out during his 17 years possessing it. But this isn't an end to it. Many pages later, in Lothlórien, Galadriel says to him,
Only thrice have you set the Ring upon your finger since you knew what you possessed.
Those times would seem to be
- In the House of Tom Bombadil
- In the Prancing Pony (accidentally)
- On Amon Sûl (Weathertop)
All of which are documented in the book.
It's difficult to see why Galadriel would have added the qualifying words, "since you knew what you possessed" when counting Frodo's uses of the Ring unless she knew or suspected that he'd used it before he knew what he possessed.
And I think that makes for a clear conclusion: Frodo did use the Ring at least once while he was still in the Shire. There's no direct evidence either for it or against it. But the Ring would certainly have tempted Frodo to use it, and, finally, when Frodo does use it in Bombadils' house, he acts like someone who has used it before.
Frodo indeed puts the Ring on at Tom Bombadil's House. The second time is by accident, at the Prancing Pony Inn, when he falls off the table at the end of his song about the Man in the Moon. The third time is on Weathertop.
Galadriel tells him, after he looks into her mirror: "Only thrice have you set the Ring upon your finger since you knew what you possessed".