A good place to start is Monika Fludernik’s annotated bibliography of second-person fiction (up to 1994):
The bibliography has four different sections:
A. a list of those second-person texts that meet my requirements. […] The second-person pronoun refers to a fictional protagonist;
B. a list of texts noted in the literature as being second-person texts but ...
The oldest example of second-person narration I could find is The Haunted Mind by Nathaniel Hawthorne. It was first published in 1835 and later included in volume 2 of Twice-Told Tales (1842). Unfortunately, this is a short story.
The oldest example of novel using second-person narration may be Le Serviteur, an autobiographical novel by Henri Bachelin, first ...
The earliest I’ve come across is from Herodotus’s Histories, Book IV, Chapters 32–36) where he speaks of Hyperboria, or the land behind the north wind (or the land behind Boreas, the god of the north wind). These Histories were written in the 5th Century BC.