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"Science fiction writers foresee the inevitable, and although problems and catastrophes may be inevitable, solutions are not."
- Isaac Asimov

Space Sailing  
  Using the solar wind to propel a space vessel.  

This appears to be the first direct reference to the idea of using the solar wind for a space-going sailing vessel. However, see caveats below.

"A form of space sailing might be developed which used the repulsive effect of the Sun's rays instead of wind. A space vessel spreading its large, metallic wings, acres in extent, to the full, might be blown to the limit of Neptune's orbit. Then, to increase its speed, it would tack, close-hauled, down the gravitational field, spreading full sail again as it rushed past the Sun."
Technovelgy from The World, The Flesh And The Devil, by J.D. Bernal.
Published by Kegan Paul, Trench, Trubner & Co. in 1929
Additional resources -

In the 1920's, Konstantin Tsiolkovsky and Fridrich Tsander wrote about "using tremendous mirrors of very thin sheets... using the pressure of sunlight to attain cosmic velocities."

The first person to suggest solar sailing was probably Johannes Kepler, in a 1608 letter to Galileo: "Provide ships or sails adapted to the heavenly breezes, and there will be some who will brave even that void.”

Compare to these propulsion systems: Light Pressure Propulsion (1867), apergy (1880), Beam-Powered Propulsion (1931), Granton motor (1933), Vibration-Propelled Cruiser (1928), geodynes (1936), ion drive (1947), Planetary Propulsion-Blasts (1934), stardrive (1953), solar sail (light sail) (1962), Lyle drive (1961), laser cannon (1966), Bussard ramjet (1976), asymptotic drive (1976), Interstellar Laser Propulsion System (1985).

See also the longer discussion at light sails (solar sails) from Jack Vance's Sail 25.

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Additional resources:
  More Ideas and Technology from The World, The Flesh And The Devil
  More Ideas and Technology by J.D. Bernal
  Tech news articles related to The World, The Flesh And The Devil
  Tech news articles related to works by J.D. Bernal

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