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"When you're making a revolution in cyberspace, things look rather different from the way the 1980s cyberpunks wrote it."
- Charles Stross

Hive Mind  
  A group mind.  

As far as I know, the first use of this phrase in mainstream science fiction magazines.

"They must be constantly in telepathic rapport with each other. Something like the "hive mind" of the bees, even further developed. Maybe the individual intelligence of each Cubic pools into a group intelligence, just as their bodies combine. They're at least semi-intelligent, judging from the way they were working."
Technovelgy from The Face of the Deep, by Edmond Hamilton.
Published by Captain Future in 1942
Additional resources -

If you poke around, you can find earlier usage of the idea, but not in science fiction. For example, in The Philosophy of a Commoner published in 1928, there is this idea:

Concerted action of ants, bees, indicates an intelligence not the aggregate of individuals—one intelligence apart directing—a hive mind instead of a bee mind.

Science fiction writer James Schmitz picked up the same phrase for use in Second Night of Summer (1950):

"Many very efficient life-forms aren't physically complicated, you know," she went on, letting the sound of her voice ripple steadily into its mind. "Parasitical types, particularly. It's pretty certain, too, that the Halpa have the hive-mind class of intelligence, so what goes for the nerve systems of most of the ones they send through to us might be nothing much more than secondary reflex-transmitters."

Compare to the ring-table from The Universe Wreckers (1930) by Edmond Hamilton, a device which creates a group mind among participants ("...the great metal globe whose strange mechanism made of the thirty minds of the Council members a single mind"). See also the group ego from Methuselah's Children (1941) by Robert Heinlein.

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Additional resources:
  More Ideas and Technology from The Face of the Deep
  More Ideas and Technology by Edmond Hamilton
  Tech news articles related to The Face of the Deep
  Tech news articles related to works by Edmond Hamilton

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