Many sci fi stories have the idea of teleportation or instant transmission. This question in Sci-Fi SE has covered the first use of teleportation using a machine (aka transporter).
But how about self incorporated teleportation or instant transmission, when a human or alien or deity is capable to teleport by themselves, without using a machine, by alien powers, mutant powers, magical means, spiritual means or any self incorporated way?
In comics I remember the case of Nightcrawler (1959) who was able to teleport. In anime, I know a lot of cases, Which was the first anime to feature instant transmission like Dragon Ball Z, Nanatsu no Taizai, Mob Psycho 100, Toaru Kagaku no Railgun, No Game No Life, etc. but all these cases are older. For some reason I can't remember cases in sci-fi books and movies, but I'm sure there are many. Then,
Which was the first sci-fi story to feature self incorporated teleportation?