The special case of Bootstrap Paradox in which a guy travels back in time to protect himself is common these days. I have encountered it countless times.

The first I encountered was in Shaktimaan TV series in which the superhero travelled back in time to protect his mother and his child-self from his arch enemy Kilvish. At one point, he was carrying himself. I was kid then and I was like "What the..."

The most recent I encountered:

In The Flash (2014) TV series, Flash from the future travelled back in time to protect himself from Reverse Flash.

Honorable mention: Doctor Who which has raped the idea.

Which Sci-Fi work introduced this idea to the world?