I’m not sure who was the first electric guitar player. There is some debate about it. One guy I have heard about, less known than a lot of the names that get thrown around, is Junior Barnard who played at various times with Bob Wills.
This, found at TexasPlayboys.net, is from a 1983 GP Mag article [...]

Let the ladies split out wide
Grab your pardner - go hog wild.
Put on your new shoes
Put on your gown
Take off them sack clothes
The Big Ball’s in town.
Big Ball’s in Cowtown
We’ll all go down
Big Ball’s in Cowtown
We’ll dance around.
“A BIG BALL IN COWTOWN”
Recorded by Bob Wills and The Texas Playboys
Written by Hoyle [...]