A friend recently lent me H. G. Wells' Little Wars. The book was published in 1913—hence its free availability on Project Gutenberg). As one can tell from the summary on Wikipedia, Little Wars provides a set of rules for miniature wargaming using toy soldiers and model cannons.
What fascinated me about this book was that it contains all of the elements of modern game analysis. He begins by describing the history of the game design, including the inspiration and the evolution of early rule sets. The finalized rules are not presented as cut from whole cloth as in a modern rulebook, but rather as the reasoned and balanced product of a disciplined iterative and incremental design process. That is, although Wells does not use this language, it is clear that he used design thinking as a formula for creating a fun game. A detailed session report is provided, and the entirety is given in-character as a commanding officer rather than the game's inventor: Wells didn't just see the game as a simulation but as an opportunity for role-playing as well.
There are a few places in the book that address gender roles in the early 20th century. Not being a scholar of such things, I do not know if this reflects Wells' sexism or the dominance of traditional gender roles at the time, though I suspect it is the latter. For example, the subtitle of the book is "a game for boys from twelve years of age to one hundred and fifty and for that more intelligent sort of girl who likes boys' games and books." Is the "more intelligent sort of girl" the one who likes boys' games or the one who fights cultural stereotypes to pursue her interests?
I do not know how much other work there was on game design in the 1910s, but I'd wager it was much less than what one can find at the local bookstore today. As an academic and as a "gamer," I would love to see more game design treatments like Wells'. It has a much different flavor than contemporary post-mortems, which tend to deal with lessons learned rather than the human-powered creative processes.
If you have any interest in critical game analysis, I recommend that you flip through Little Wars. The price is right, and it's an entertaining read, both in its own right and as a piece of game design history.