All the early rock bands had names following the same rubric: The (insert plural of something). The Crickets, the Beach Boys, the Beatles, etc.
The Who sort of broke this mold with its pronoun. (Must have seemed crazy radical at the time.) But by the late 60s, you had band names that completely escaped it: Led Zeppelin, Black Sabbath, etc.
So what was the first band with a non-“the” name?