According to WikipediaThe Otaku Encyclopedia: An Insider's Guide to the Subculture of Cool Japan, Lum Invader from Urusei Yatsura is possibly the first tsundere to exist (and also potentially the source of all moe)
Urusei Yatsura started manga distribution in 1978 and Lum's cold exterior (but in actuality being kind and loving) accrued her the title.
However, Sayaka Yumi from Mazinger Z (1972) is actually the first tsundereappears earlier in history than Lum, despite the popular support for Lum's claim. Sayaka, whilst generally a pleasant character, is brutish and brash towards the main character's affections - despite having a crush on him.