“The veteran players in the American League were pestered last season by the oral bombs of a bench jockey who couldn’t be stopped even by a smack or two on the mouth.” Henry L. Farrell, Pittsburgh Press, December 15, 1928, p2.
NOTE: (Ken Liss). The above it the earliest use of the term in the first sense listed in the Dictionary, that of “a player who verbally abuses or ‘rides, players on the other team while in the dugout.” There is also this earlier use of the term to in the second sense listed in the Dictionary, that of a benchwarmer:
“Avondale, who have only ten men and a bench jockey on their line-up, reported in a crippled condition.” Cincinnati Enquirer, February 1, 1914, p22.
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1939. “The doctor’s orders were soon grapevined around the league, and all the bench jockeys on the circuit were quickly counting ten [i.e., keeping quiet] on every pitch Lefty made” (Gordon S. “Mickey” Cochrane, Baseball: The Fans’ Game, 1939; David Shulman).