In the 2005 War-of-the-Worlds movie and even in the 1953 movie, the fighting machines have shields; in the novel, the HMS Thunderchild sinks them, but I don't remember if shields were mentioned.
Did the fighting machines have shields in the novel?
In the source novel, the martians don't have energy shields, relying on metal armour (albeit metal that has uncanny strength and resilience and can resist even a mounted artillery cannon at short range).
Martians came out of the cylinder, and, moving about under an armour of metallic shields, have completely wrecked Woking station with the adjacent houses, and massacred an entire battalion of the Cardigan Regiment.
No details are known. Maxims have been absolutely useless against their armour; the field guns have been disabled by them.
No. I read the War of the Worlds and never noticed any force shields in it.
There is a site called Technovelogy.com which lists the earliest appearances of various science fiction technologies.
According to that site, the term "force field" for "a barrier to objects, created by projecting forces" first appeared in 1931 in Islands of Space by John W. Campbell and Spacehounds of IPC by E.E. Smith.
http://technovelgy.com/ct/content.asp?Bnum=790
The term "force-screen" for the same type of device first appeared in The Dweller in Outer Darkness by Frank Belknap Long, Jr. in 1939.
http://technovelgy.com/ct/content.asp?Bnum=2022
It also lists "shield" as an early name for a defensive force field, dating to Skylark Three by E.E. Smith in 1930.
http://technovelgy.com/ct/content.asp?Bnum=792
A "barrier" or force-field fence was first used in Robert A. Heinlein's Coventry 1940.
http://technovelgy.com/ct/content.asp?Bnum=376
An "electric wall", a wall of electric force, dates to The World With a Thousand Moons by Edmund "World Wrecker" Hamilton in 1942.
An "energy screen" or field of force is mentioned in "Far Centaurus" by A.E. van Vogt in 1944.
http://technovelgy.com/ct/content.asp?Bnum=2577
The phrase "deflector shield" goes back to Star Wars 1977.
http://technovelgy.com/ct/content.asp?Bnum=475
"Meteorite deflectors" are mentioned as early as "On Board the Martian Liner" by Miles J. Brewer, 1931.
http://technovelgy.com/ct/content.asp?Bnum=2016
So as far as I can tell from this search, the first use of force field defenses was in E.E. Smith's Skylark Three in 1930, 33 years after The War of the Worlds was first published in 1897.