The first science fiction visual series I can find is the 1916 German film series Homunculus. It was released in 6 chapters and is a silent film. As far as I can tell all of the chapters were released in the same year.
Part of the artificial-creature series encompassing Der Golem (1914 and 1920), Alraune (1918, 1928, 1930) and Metropolis (1926), 'Homunculus' was the most popular serial in Germany during World War I even influencing the dress of the fashionableset in Berlin. Foenss, a Danish star, is the perfect creature manufactured in a laboratory by Kuehne. Having discovered his origins, that he has no 'soul' and is incapable of love, he revenges himself on mankind, instigating revolutions and becoming a monstruos but beautiful tyrant, relentlessly pursued by his creator-father who seeks to rectify his mistake.
IMDb, Homunculus
As noted above though Der Golem (The Golem, The Monster of Fate) was actually released in 1915 (the review notes 1914 but that appears to be a typo) and was the start of a trilogy. However, the second film, Der Golem und die Tänzerin (The Golem and the Dancing Girl), was released in 1917 meaning the series started after Homunculus and so depending on your interpretation either one could be the first series.
In modern times, an antiques dealer (Henrik Galeen) searching the ruins of a Jewish temple, finds a golem (Paul Wegener), a clay statue that had been brought to life four centuries earlier by a Kabbalist rabbi using a magical amulet to protect the Jewish people from persecution. The dealer resurrects the golem as a servant, but the golem falls in love with Jessica (Lyda Salmonova), the dealer's daughter. When she does not return his love, the golem goes on a rampage and commits a series of murders.
As a runner up the first American science fiction series I can find is The Master Mystery, a 1918 silent film series told in 15 instalments/episodes.
Justice Department agent Quentin Locke is investigating a powerful cartel that is protected by The Automaton, a robot. However, it uses a gas weapon known as The Madagascar Madness.
It's worth noting that the Guinness World Record holder for First television science-fiction serial is Captain Video and His Video Rangers a 1949 American series by DuMont Television Network.
The long-running series, set in Earth's distant future, tracked the adventures of a group of fighters for truth and justice, known as The Video Rangers. They were led by Captain Video (no first name ever was mentioned). The Video Rangers operated from a secret base on a mountaintop whose location was unspecified. Their uniforms resembled U.S. Army surplus with lightning bolts sewn on. Captain Video had a teenage companion known only as The Video Ranger. The Captain received his orders from "The Commissioner of Public Safety" (surname Carey), whose responsibilities took in the entire solar system as well as human colonies on planets around other stars.
