I came across a link to a site that shows the history of the scroll bar. While the content of the site is pretty thin and devoid of explanation, it does show Xerox Star, Lisa, Mac, Amiga, Windows, NeXT over a few years.
I've never used a Xerox machine, but based on the aforementioned web page, it looks like that if it wasn't the Xerox Star then it was the AmigaOS that first had a proportionally-sized slider in the scroll bar.
What I mean by a proportionally-sized "slider" in the scroll bar is that if the document is small, then the slider is large and barely has room to move in its boundaries. If the document is large, it proportionally shrinks down. A non-proportionally-sized slider is always the same size regardless of the height of the document. An example of the non-proportional slider is classic MacOS or Windows 1.0 through 3.1 where the slider was a nugget and would jump significantly for a smaller document being scrolled because its boundaries were massive in comparison to its size and it had to make up for the representation of whether you were at the beginning or end of a document.
Today it seems that all scroll bar sliders are proportionally-sized. So the question comes down to what was the first GUI / windowing / operating system that supported the proportionally-sized slider?