The first use of the phrase 'concept artist' is open to debate, but all animation has a design process. So the first animated feature to use a concept artist was most likely the first animated feature! Character and environment artists were most likely referred to as designers. For example David Hall who provided the early designs for the Disney animated 'Alice in Wonderland' back in 1939 over 10 years before the film was realised. Hall provided designs which were essentially fully fledged illustrations and quite beautiful. But Disney would also use people like Salvador Dali as a designer.
I'm sure a quick browse round the internet might be useful to you as well...
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Concept artist were sometimes called stylists back then. Disney had the first feature length cartoon in 1937 so the stylists/concept artists were Albert Hurter for Snow White 1937 , Gustaff Tengren for Pinocchio 1940. I can't believe nobody knows this stuff. All of the Disney stuff is worth watching especially when you consider all the forced perspective shots and the match moves had to be drawn and painted by hand; go out and rent the first two plus, Dumbo 1940 (Al Dempster), Bambi 1942(Maurice Noble) sleeping beauty 1950( Ivind Earl) Many of the paintings for the backgrounds were watercolor or guache beautifully handled and worth looking at for staging, lighting,etc.