A First

History books are written by those who feel they have something important to record about the events that have surrounded them.  For Wales [written by the Welsh], the earliest history book is titled "Annnales Cambriae" which begins Welsh history in the year 447 AD.   However, it was in another history book that the word "Welsh" first appears.

The Anglo-Saxon Chronicle it is called, and the word "Britons" is used to refer to the folks on the island before 456 AD.  In 465 AD it records:

"Hengest and Aesc fought the Welsh near Wippedesfleot and killed twelve Welsh ealdormen.  One of their own thanes was killed there, whose name was Wipped."

After this date, the word "Welsh" and "Britons" are both used in the context of these chronicles.

Note: in 540 AD Gildas wrote "De Exidio Brittaniae", and "The Chronicle of Ystrad Fflur" begins their history of Wales at 49 AD.  As best as I can tell, 465 AD is the first time the word "Welsh" is used in the English language. [Actually Anglo-Saxon.]

For those who might like to read things for themselves, the book shown above [translated and collated by Anne Savage] is an excellent reference.  Published by Crescent Books, NY in 1995.