Even if it's absolutely easy to find out. Who was the first comic book superhero without a secret identity?
Super heroes only, comics only.
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I'd say Buck Rogers, in 1929. He is considered a super hero, had no secret identity, and he altough he appeared first in a book its comics came out soon after, as said in 1929.
If, anyway, you prefer something more "super" than "hero", then I'd say Doctor Occult, 1935, whom -if I remember correctly- just choose Doctor Occult as a "working name", not as a secret identity.