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The concept of multiverse, sharing different universes and characters travelling in other alternate dimensions, when was the first time this happened in comic books ?

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    Are you asking about just different dimensions/universes in general, or are you specifically asking about "alternate" or "parallel" dimensions that are similar and have alternate versions of characters? Your question seems very general, but your original tags (now removed since your question didn't reflect them) made it seem like you asked about the latter, such as the DC and Marvel multiverses. – tobiasvl May 2 '17 at 10:42
  • @tobiasvl, I would also assume the OP meant the latter: multiple similar universes in parallel. – Paul Draper May 2 '17 at 22:37
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    Since 1944 Mister Mxyzptlk has been hopping back and forth between our world (or rather Superman's) and his home in the Fifth Dimension. Probably not what you're looking for. – user14111 May 3 '17 at 0:49
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Possibly in Wonder Woman #59 from 1953:

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This issue introduces the concept of a parallel universe alongside "ours". That is, Wonder Woman's, the universe now known as Earth-Two, Pre-Crisis on Infinite Earths. This parallel universe is Earth-59, according to The Essential Wonder Woman Encyclopedia. where alternate versions of everyone live, including Wonder Woman. Says she:

Earth must have a twin world, existing simultaneously alongside it! Everyone on it, is a double of everyone on Earth!

The Flash #123 from 1961 takes this concept further, to something more recognizable as today's DC multiverse, when Flash meets a different Flash from another universe where he himself is a comic book character who has inspired others. Justice League of America #21 from 1963, "Crisis on Earth One!", formalizes the DC multiverse.

Here's a nice article detailing the origins of both the DC and Marvel multiverses.

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