In Gordon R. Dickson's Hour of the Horde, an individual from a heavy world is presented as molded by its home to be faster due to the reaction time required from falling faster. While many science fiction works present heavy worlders as stronger, this seems an unusual presentation. What was the first fictional presentation of this idea?
In Edgar Rice Burroughs's 1912 short story "Under the Moons of Mars", later folded into the novel A Princess of Mars, John Carter finds that his Earth-gravity-adapted body gives him a distinct advantage in Mars's gravity. He exhibits this on his first encounter with Tars Tarkas and his band of Martian warriors:
While the Martians are immense, their bones are very large and they are muscled only in proportion to the gravitation which they must overcome. The result is that they are infinitely less agile and less powerful, in proportion to their weight, than an Earth man, and I doubt that were one of them suddenly to be transported to Earth he could lift his own weight from the ground; in fact, I am convinced that he could not do so.
My feat then was as marvelous upon Mars as it would have been upon Earth, and from desiring to annihilate me they suddenly looked upon me as a wonderful discovery to be captured and exhibited among their fellows.
The respite my unexpected agility had given me permitted me to formulate plans for the immediate future and to note more closely the appearance of the warriors, for I could not disassociate these people in my mind from those other warriors who, only the day before, had been pursuing me.
1939's Heavy Planet by Lee Gregor aka Milton Rothman
...who whirled with the quickness of one who maneuvers habitually under a pressure of ten thousand atmospheres...
It mentions pressure, but as the title says, it's a high gravity planet.
As a starter, I'll offer the family d'Alembert series by E E Doc Smith from 1964. From the first novel 'The Imperial Stars':
Jules, in the lowest position, had more time than did any of the others; but he did not have a millisecond to spare. In the instant of the break he went outward and downward along the arc of the ninety-eight-foot radius of his top-hung flying ring. His aim was true and the force of launching had been precisely right.
The protagonists are trained gymnasts, but the underpinning strength, speed, and reflexes come from both training and having lived for generations on a 3G world:
Of those who had heard of it, comparatively few knew that its surface gravity was approximately three thousand centimeters per second squared—more than three times that of small, green Earth.
Silly But True suggested comic book examples from the 1960s and1970s of people who were very strong because they came from heavy gravity planets.
Michael suggested the Family D'Alembert beginnng with "The Imperial Stars" by E.E. Smith in If, May, 1964. Humans from a high gravity colony planet, they posses both enhanced strength and speed.
Organic Marble suggested "heavy Planet", Astounding Science Fiction, August, 1939, by Lee gregor (Milton A. Rothman). As his quotation shows, the heavy planet aliens in the story are not only strong but also swift.
The classic heavy planet aliens in science fiction are the Mesklinites in Hal Clement's Mission of Gravity, Astounding Science Fiction April-July 1953, but that is too late to be the first example of either strength and speed.
In Galactic Patrol by E.E. Smith, Astounding Stories Sept. 1937-1938, the Valerian space marines are human colonists from the hight gravity planet Valeria, and they have enhanced strength, and possibly enhanced speed.
Edgar Rice Burroughs Depicted Earthman JOhn carter as being much stronger than the human looking typs of Martians, becaue of the heavier gravity of Earth, beginning in A Princess of Mars (1912).
There wwere 25 years between A Princess of Mars, 1912, and Galactic Patrol, 1937, and 11 years between the start up of Amazng Stories, first of the science fiction pulp magazines, in 1926 and Galactic Patrol. That seems like plenty of time for the superior strength of people from higher gravity planets to become a science fiction trope, and possibly also for their superior reflexes and speed to become a trope.