Who was the very first television series to go on DVD?  In other
words, who started the trend?

I found a discussion about the same topic here:-
http://forums.dvdfile.com/showthread.php?t=53099
here are some quotes which should help narrow the search for the
answer at least if not answer your question:-

"I am not sure if it was the first season of buffy or the first season
of futurame or simpsons season 1 but it was one of them."

"The Larry Sanders Show was one of the first complete season box sets
released - it was over-priced and sales were pretty bad. Hence the
reason it took several more years before the season box sets took
off..."

"It was "Simpsons Season 1" for me.
DOn't have much TV DVDs but I did get that one quite a few years ago"

"The first show I heard of coming out on DVD in a season set was
"X-Files," but I don't know if that actually was the first."

It might depend on whether you'd count the Simpsons as a TV show or if
thats different as its more a cartoon and not a live action/recorded
show... anyway I hope that helped :-)

This is a comment from an Amazon.com review:

"Many fans have been upset with the price of these sets. What you need
to understand is that X-Files was the first TV Show released on DVD in
the US, making it difficult for 20th FOX to determine a reasonable
price for these 7 disc sets. However, please also note the prices wil
be going down $50 (retail) in accordance with the release of the final
season."

http://www.amazon.com/gp/product/B0000CEODH/104-7312276-8187921?v=glance&n=130

As far as the first show anywhere in the world"

"...Also, keep in mind that Star Trek: The Original Series was the
first show released on DVD, and that came out in 40 volumes with two
episodes each. The retail prices there were (in Canada, at least)
about $25 per volume, or $1000 for the entire three season series..."

http://www.bureau42.com/view/2251