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https://en.wikipedia.org/wiki/Correspondence_chess

Chess has been played by mail for centuries. It wouldn't be surprising to me at all if it was also the first ever online game.

What's considered online? Was it pong that became the first video game? Chess over landline kind of sounds more online than pong.

Diplomacy was played by mail since shortly after the game was invented in the 1950s. It formed an important part of what today we call geek culture. It overlapped with wargaming and miniatures gaming and directly led to the creation of Dungeons and Dragons, and from thence computer gaming.

All but forgotten today, though.