First appearance: Comic Cavalcade #19 (February-March 1947).
Or . . . was it?
From Who's Who: The Definitive Directory of the DC Universe Vol. XI (January 1986),
which says "First appearance: Comic Cavalcade #22"
However, the feature "Just a Story" from Comic Cavalcade #19 was reprinted in Justice League of America #116 (March-April 1975), and with that reprinted story it was said the character (who wasn't referred to by name in the story beyond "Mr. Nobody") was Johnny Peril.
From that reprint in Justice League of America #116 (March-April 1975),
To be continued . . .