Well, if you wanna get technical about it, Tchaikovsky's use of cannons in his 1812 Overture could be considered the first instance of "an instrument that is also a weapon," but I'm guessing that's not the answer you were looking for.
As far as fictional characters go, based on what I've found, one of the earliest examples of such a concept was in the 1967 novel, The Einstein Intersection. At one point, the protagonist, Lo Lobey, obtains a machete that doubles a flute, kinda like a simplified version of the Green Ranger's Dragon Dagger.
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DiStort
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DiStort
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