The concept of "roles" for each class was a cornerstone of the game from the very beginning. Different editions managed the roles in different ways, but it was there from the start.
No I don't mean that type of role... I mean the acting the part side...
The interesting question would be, was Dave acting out the persona of a fictional character or simply superimposing his own personality on an avatar in a fictional world. I suspect that it was a little bit of both. I'm sure the idea of playing the part of an entirely fictional persona without regard for the player's own personality originated very early in the hobby, but I don't think it became a commonly accepted practice until much later. The first time I remember a distinction being drawn in any kind of official capacity is Lewis Pulsipher's article "The Vicarious Participator" in Dragon #74.Here's an article about Major Wesely's Braustein games, which took place before the creation of both D&D and Chainmail. ars ludi Note this one paragraph in particular. It's about Dave Arneson.
"He lied, swindled, improvised, and played his character to the hilt. He came to the game with fake CIA ID he’d mocked up, so when another player “captured” and searched him he could whip them out. Other players were still moving pieces around the board and issuing orders like a wargame while Dave Arneson was running circles around them and changing the whole scenario. He was winning the game entirely by roleplaying."
So it's safe to say, as poster above me have pointed out that role played indeed predated D&D.