Manbearcat
Legend
According to the Alexandrian, it first shows up on RPG.net in 2003. It gets picked up a bit by the Forge in 2005 and 2006. It gets formalized as a thing, though not necessarily with this terminology, in Fate's Spirit of the Century (2006) and Luke Crane's Burning Empires (2006). But Session Zero really doesn't enter the common lexicon until later, like 2012+ later.
My first experience in a formalized session 0 (though Tweet didn't call it that) was Everway.
The page 18 Creating Heroes section is basically nailing down the architecture of play; protagonism, dramatic needs, growth/trajectory. This basically invests play with premise/focus and a set of questions to verify or falsify through play. So far as I know (could be wrong), this is the first Story Now (ish) game on the market.
EVERWAY P 18
While you’re creating your hero, you can imagine the realm they are from as well. What kind of place it was, what the people were like, and any special connections your hero has with their realm. Nearly any kind of place is possible, but check with your gamemaster for appropriateness and group fit.
Keep in mind these three rules:
1. The mind is sacred. You cannot control others’ minds.
2. Interact. Lean towards a hero that will interact more. You’ll have more fun.
3. Everything changes. Develop a hero who has room to grow and change.
At this point you should introduce your hero to the other players. They will ask you various questions about your hero to understand your vision better and to help you get a clearer idea of who your hero is. This will help your group get closer to each other as you develop your heroes. Look for shared connections.
The rest just formalizes and fortifies the process.