: : The phrase appears in Chapter 31 of Babbitt by Sinclair Lewis, published in 1922. It also pops up all over the internet in a google search, throughout the English-speaking world.

: : I never heard it before either. Babbitt was one of the many books I didn't read thoroughly enough in high school.

: Again, I found all these expressions in a reference but it doesn't say what the origin is. It has 1909 as the earliest citation. It also has "first shot out of the box." The reference says "first rattle out of the box" is a cowboy's expression meaning "prompt action." From "Dictionary of American Regional English," Volume II by Frederic G. Cassidy and Joan Houston Hall (1991, Belknap Press of Harvard University Press, Cambridge, Mass., and London, England).