When in our recorded history appear first nonlinear optics thing?
I am more interested of first recorded use of nonlinear crystals.
This was the first case of second harmonic generation in the optical regime, a material response to high intensity light. However, important nonlinear effects had been discovered much earlier: the Kerr effect in 1874.
Polarization effects were known to prior to Newton's work on optics, based on Iceland spar, in the mid-1600s, but these are explainable with linear optics. There is no intensity dependence.
But the research field of nonlinear optics begins the year after lasers: 1961.