I think of Booker T Washington right away. I know he added on his middle name himself later in life and always called himself by his full name. But after that point we know him as Booker T.
I won’t accept Jesus H. Christ.
I’ll suggest Susan B. Anthony.
Was going to suggest Ulysses S. Grant but it appears Susan B. was born a couple years earlier than him.
Robert E. Lee, on the other hand, pre-dates all of the above (born 1807).
But that brings Robert E. Lee to mind and he was born in 1807.
eta: ninja’d
Gaius Julius Caesar
(I’m sure there were earlier examples)
Gaius J. Caesar?
Oh. Are we just looking for those with noted M.I. ?
Hmm?
Film producer David O. Selznick? (1902-1865)
Yes, AFAICT from the OP.
I’m not sure whether the individual has to have been routinely called “Firstname I. Lastname” during their lifetime, or whether it’s sufficient that they be commonly identified as “Firstname I. Lastname” nowadays.
But just having a triple-barrelled moniker like “Firstname Initial Lastname” doesn’t cut it, AFAICT.
Or, rather John C. Calhoun (1782-1850)?
Doggone it, I was all proud because I found Thomas L. Jennings (b. 1791), the first African-American patent-holder who invented an early form of dry-cleaning.
I would apply for an easement on the grounds that Jennings is far better worth commemorating than that pro-slavery shit Calhoun, but the thread title says “earliest”, so “earliest” let it be.
[ETA: It’s a good thing I didn’t try to DQ entries on the grounds of racist shittitude, because now I’ve found Supreme Court justice Roger B. Taney (b. 1777), the Chief Justice who handed down the Dred Scott decision.]
A couple signers of the constitution had middle initials.
(1787)
Beck’s right, AFAICT, there are Georgia’s William L. Pierce (b. ca. 1740) and North Carolina’s William R. Davie (b. 1756) and Virginia’s Edmund J. Randolph (b. 1753).
Oh, and Maryland’s John F. Mercer (b. 1759).
Interestingly, no signers of the Declaration of Independence seem to have had the “Firstname I. Lastname” style.
There has to be people on ships who signed compacts or sailing agreements with M.I.s.
And a gazillion persons in the old country with M.I.s.
Yeah, other Anglophone countries seem to regard the “Firstname I. Lastname” style as primarily a US custom.
And it appears to have developed in the late 18th/early 19th century, AFAICT.
AKA Benjamin T. Button? 
(yeah, yeah, typo for 1965, I know 
)
Did Amerigo or Christopher have M.I.s?
I did not know that!