According to this arxiv paper by Atiyah, existence and construction dates from 1947; non-integrability from 1951.
Here is Atiyah's history:
Ehresmann 1947: Introduced the notion of almost complex structure
and showed that the 6-sphere admits an almost complex structure, but
explicitly points out that he does not know whether it has a complex
structure.
Hopf 1947: Proved that $S^4$ and $S^8$ do not admit almost complex structures.
Kirchhoff 1947: Uses octonions to construct an explicit almost complex
structure on $S^6$.
Eckmann-Frohlicher and Ehresmann-Liberman 1951: Independently
prove that Kirchhoff’s almost complex structure on $S^6$ is not integrable
to a complex structure.
Borel and Serre 1953: Prove that $S^{2n}$ admits an almost complex structure
if and only if $n = 1$ or $3$.
Hirzebruch 1954 and Liberman 1955: Remarks that it is still not known
whether $S^6$ has a complex structure.
EDIT
Regarding your request for sources, here are my “mixed results”.
Ehresmann’s 1947 introductory results can be found here : Ehresmann, C., Sur la theorie des espaces fibres, Colloque de Topologie Algebrique, C.N.R.S., Paris (1947), pp. 3.
Borel and Serre’s non-existence result for even dimensional spheres can be found here : A. Borel, J.P. Serre Groupes de Lie et puissances réduites de Steenrod Amer. J. Math., 75 (1953), pp. 409-448
For Hopf’s 1947 result, I cannot locate the original paper, however the source is identified in Robert Green and Shing-Tung Yau’s Differential Geometry
as H. Hopf, Sur les champs d’element de surface dans les varietes a 4 dimensions, Topologie Algebrique, Paris 1947, Editions CNRS.
The original paper giving Kirchhoff's construction is not easy to locate. Possibly from A. KIRCHHOFF, C. R. Acad. Sci. Paris vol. 225 (1947).
I am not able to source the non-integrable to a complex structure result.