Was Harry Potter the first magic series to use wands? I can't really think of any other series that used them.
Wands have been associated with magic for millennia, both in fiction and in the real-world practice of both stage magic (conjuring tricks for an audience) and occultism (purported real magic). You can learn more about wands and their history in association with magic at sources such as Wikipedia and Esoteric Archives.
The earliest recorded use of wands by supposed magicians appears to have been by the magi of ancient Persia, priests of a religion which is at least two or three thousand years old. You can read here about the use of a "barsom" or "baresman" - a stick or bundle of sticks, essentially a wand - in prehistoric Zoroastrian religious rituals. Here's a quote from that page and a 2500-year-old image of a magus with a wand:
According to Kotwal and Boyd, the baresman is an "ancient Indo-Iranian emblem of seeking the Holy", and it "establishes a connecting link between this getig [material] world and the menog [spiritual] realm. The barsom is, as it were, the conduit through which the archetypal principles and powers manifest their presence and receive the offerings." (A Persian offering, 1991, p. 6, 10; words in square brackets are mine). It is also an instrument through which one acquires the sacred power (op.cit. p. 23). Perhaps then it is also a conduit for channeling the power outwards, and thus is a prototypical 'magic wand'.
The concept of using wands to practise magic extends through ancient Greek and Roman times to medieval Europe.
- It's mentioned in the 800-year-old Sworn Book of Honorius, one of the oldest and most influential texts of medieval European magic. The full text of this book is available online in both the original Latin and an English translation. You can search for "wand" on that page to see how it appears; the original Latin word is virgula meaning "a small rod, stick, wand, or staff".
There's also more detail about wands in the 500-year-old Key of Solomon, another textbook on magic. Again the full text is available online, and there's an entire chapter entitled "Of the knifes, sword, quill knife, iron pen, short lance, wand, [staff,] and other instruments of magical art". You can see the wand ("virga") at the bottom of this illustration:
The earliest known use of wands in written fictional literature is in the 2800-year-old Homerian Odyssey. In book 10, Odysseus and his crew encounter the sorceress Circe who uses a magic wand to turn the men into pigs. From this translation:
She brought them in and made them sit on chairs and seats, and made for them a potion of cheese and barley meal and yellow honey with Pramnian wine; but in the food she mixed baneful drugs, that they might utterly forget their native land. Now when she had given them the potion, and they had drunk it off, then she presently smote them with her wand, and penned them in the sties. And they had the heads, and voice, and bristles, and shape of swine, but their minds remained unchanged even as before.
A more recent and rather well-known example from fantasy literature is the 70-year-old series The Chronicles of Narnia. In the (first published, second chronologically) book The Lion, the Witch, and the Wardrobe, the White Witch Jadis uses a golden wand to perform magic such as turning creatures into stone. For example:
Edmund saw the Witch bite her lips so that a drop of blood appeared on her white cheek. Then she raised her wand. “Oh, don’t, don’t, please don’t,” shouted Edmund, but even while he was shouting she had waved her wand and instantly where the merry party had been there were only statues of creatures (one with its stone fork fixed forever half-way to its stone mouth) seated round a stone table on which there were stone plates and a stone plum pudding.
TL:DR: there are literally hundreds, if not thousands, of books featuring magic wands which predate the popular Harry Potter series: both textbooks of 'real' magic and entertaining fictional stories, dating from thousands of years ago up to the present day.