Multiple murderers aren't necessarily classified as serial killers (e.g., murderers who kill their victims all at once), but those who kill sequentially and compulsively tend to be classified that way by the people who must deal with them professionally.
Even though they're not supposed to diagnose people they haven't interviewed and tested themselves, every clinical and forensic psychologist I've ever met ignores that rule in casual conversation. A psychologist I know in the UK is fond of insisting that Tony Blair has NPD.
I've even heard Bluebeard referred to as a fictional serial killer and sociopath, though that could be wrong if one is being stringent about the supposed time constraints, which few people are. Honeymoon killers are commonly referred to as serial killers despite the interval between killings being greater than a month.
Liu Peng Li, or Liu Pengli, is the earliest practicing serial killer I can think of, since his time of operation was about 156 B.C. I'm surprised no one has written a popular book about him yet (in English, at least). Some would argue he doesn't fit the profile because the killings weren't private and involved his soldiers (though they might have been accomplices). Still, he killed "for pleasure" prolifically and sequentially and was clearly a murderous sociopath.
From Wikipedia:
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According to the Chinese historian Sima Qian (司马迁), "twenty-nine years later, he was arrogant and cruel, and would go out on marauding expeditions with tens of slaves or young men who were in hiding from the law, murdering people and seizing their belongings for sheer sport. Confirmed victims exceeded 100, and these murders were known across the kingdom, so people were afraid of going out of their houses at night. Eventually the son of one of his victims accused him to the Emperor, and the officials of the court requested that Liu Pengli be executed; however, the emperor could not bear to have his own cousin killed, and Liu Pengli was made a commoner and banished to the county of Shangyong (上庸县), now Zhushan (竹山县), in Hubei Province (湖北省) of China. His sovereignty was abolished, and his land was reclaimed by Jing."
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Gilles de Rais (1403-1440) is also considered a serial killer by most profilers and forensic psychologists I've read or spoken to (including the one I once dated). I happen to have a risk assessor for violent criminals in the family (yes, the kind who actually visits with them in padded cells) and can ask specific questions if anyone likes.
It occurs to me that certain criteria are being imposed in this thread for reasons of personal interest and that's fine. If I understand you, OP, you seem to be looking for early instances of criminal investigations involving serial killers. I'll try to think of examples later on and my apologies if I've steered you off-course.
Critteranne: You've mentioned some fun resources. I have fond memories of skimming Schechter in the nineties, when I was writing about female serial killers. Nearly all his books had one-word titles that could have been the names of bands.