The earliest inspiration for that in gaming is probably the Harold Shea stories by L Sprague De Camp and Fletcher Pratt, which started in 1940 and were in Appendix N in the original D&D handbook. Also Poul Anderson's Three Hearts And Three Lions in 1953.
But, I mean, if we're just talking about the basic idea of a normal person going into a fantastical otherworld, that's one of the oldest themes in fantasy and folklore (what with Faerie, the underworld, the echtra, fantastical voyages, etc, etc, etc), and it was just massively widespread in early fantastic fiction to the point that it's not really worth listing examples. Honestly, I feel like it's probably one of the more distinctive features of Tolkien compared to his contemporaries that he doesn't have any characters from our world or connections to it.
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But, I mean, if we're just talking about the basic idea of a normal person going into a fantastical otherworld, that's one of the oldest themes in fantasy and folklore (what with Faerie, the underworld, the echtra, fantastical voyages, etc, etc, etc), and it was just massively widespread in early fantastic fiction to the point that it's not really worth listing examples. Honestly, I feel like it's probably one of the more distinctive features of Tolkien compared to his contemporaries that he doesn't have any characters from our world or connections to it.