“There is a quiet little man on the pay roll of the New York Yankees who, since he has been in the major leagues, has made 2,861 SAFE HITS. This player’s name is Willie Keeler.” The Indianapolis Sun, August 6, 1903, p14
Previous earliest use (Dickson Baseball Dictionary, 3rd edition, 2009):
1ST USE. 1904. Barry Popik reports that “New York Yankees” made its appearance in the New York Evening Journal in a sports section edited by Harry Beecher. The Sporting News Record Book for 1937 noted the name “Yankees” as applied to the New York club was originated by sportswriters Mark Roth (New York Globe) and Sam Crane (New York Evening Journal). After the team held spring training in Richmond, Va., in 1904, a newspaper headline appeared declaring, “Yankees Will Head Home From South Today.” The Boston Herald (June 21, 1904) carried a story that Boston Red Sox outfielder Patsy Dougherty was traded to New York with the headline “Dougherty As A Yankee.” Lyle Spatz reports that the name “Yankees” was used by James Price (New York Press) in July 1904.