According to the [Summary][1] on Wiki Dale was bitten

>! By that walker that killed him, but as I remember it, it was more of a disembowelling where the walker used it's fingers to pull apart his chest like it was clay (suggesting Walkers have crazy finger strength. 

As I don't remember it that way, I'd go with Hershels leg being the first example of a walker sinking its teeth into a human on screen.

Or even earlier would be Otis and Shane, but I don't think they actually show Walkers chomping on Otis. 


  [1]: https://en.wikipedia.org/wiki/The_Walking_Dead_(TV_series)