The earliest that I know of (courtesy of Buddy Lortie) is the continuing story of Mark Swift, his teacher Mr. Kent, and the Time Retarder, which ran in all seven issues of Slam-Bang Comics and finished its run in Master Comics 7. Another continuing character was Dr. Voodoo who began life in the comics as a jungle doctor, but had an adventure in the past in Whiz Comics 18 through 34.
As I find more of those, I’ll list them on my time-travel comics page.