We see dinosaurs in SFF worlds all the time. e.g. Jurassic Park, Terra Nova, Doctor Who, Journey to the Center of the Earth, Teen Titans etc.
After the discovery of dinosaurs, which SFF work was first to use them?
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1882: "The Iguanodon's Egg" and "The Hatching of the Iguanodon", a two-part story by Robert Duncan Milne, published in the April 1, 1882 and April 8, 1882 issues of The Argonaut, available at the Internet Archive.
An ancient egg is unearthed in New Guinea. Warmed by the sun and a man who uses it as a throne, after a while it hatches a real live iguanodon.
In the novel many dinosaurs are mentioned as it is your typical trapped in a "lost world" type story as described on Wikipedia.
The main story of the novel is the narrative of the adventures of Adam More, a British sailor shipwrecked on a homeward voyage from Tasmania. After passing through a subterranean tunnel of volcanic origin, he finds himself in a "lost world" of prehistoric animals, plants and people sustained by volcanic heat despite the long Antarctic night.
The below extract is of the man, Adam More, explaining seeing one of these monsters in a swamp and a doctor telling others of those Adam would have saw and what they were.
It looked like one of those fabled dragons such as may be seen in pictures, but without wings. It was nearly a hundred feet in length, with a stout body and a long tail, covered all over with impenetrable scales. It hind-legs were rather longer than its fore-legs, and it moved its huge body with ease and rapidity. Its feet were armed with formidable claws. But its head was most terrific. It was a vast mass of bone, with enormous eyes that glared like fire; its jaws opened to the width of six or eight feet, and were furnished with rows of sharp teeth, while at the extremity of its nose there was a tusk several feet long, like the horn of a rhinoceros, curving backward. All this I took in at the first glance, and the next instant the whole band of hunters, with their usual recklessness, flung themselves upon the monster.
A Strange Manuscript Found in a Copper Cylinder, Chapter 11, "The Swamp Monster"
"He seems to have been less formidable than that beast which they encountered in the swamp. Have you any idea what that was?"
"I think it can have been no other than the Iguanodon," said the doctor. "The remains of this animal show that it must have been the most gigantic of all primeval saurians. Judging from existing remains its length was not less than sixty feet, and larger ones may have existed. It stood high on its legs; the hind ones were larger than the fore. The feet were massive and armed with tremendous claws. It lived on the land and fed on herbage. It had a horny, spiky ridge all along its back. Its tail was nearly as long as its body. Its head was short, its jaws enormous, furnished with teeth of a very elaborate structure, and on its muzzle it carried a curved horn. Such a beast as this might well have caused all that destruction of life on the part of his desperate assailants of which More speaks.
A Strange Manuscript Found in a Copper Cylinder, Chapter 17, "Belief and Unbelief"