Looks like the first person to suggest Shakespeare was the pseudonym of Edward de Vere, Earl of Oxford, was Francis Meres—in 1598. George Puttenham mentioned in 1589 rumors that de Vere wrote plays covertly.
Article has some interesting side observations such as de Vere being a "crossdresser", and that Oxfordians include several justices of the US Supreme Court. [Although the latter might militate against the theory, considering their recent rulings.]
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