When was the first THS (Trimmable horizontal stabilizer) used and on what aircraft?
If the question is understood to encompass any form of horizontal stabilizer which may be adjusted in flight (with or without a separate movable elevator), then the answer would appear to be Sir George Cayley's 1849 full-sized glider which briefly took flight-- see http://www.flyingmachines.org/cayl.html.  The Wright brothers also used all-moving horizontal surfaces on their early gliders and airplanes, but located in front, as canards.

However, a comment has clarified that the question is meant to only encompass a horizontal stabilizer which may be adjusted for trimming the aircraft, with an attached elevator for pitch control inputs.

According to page 9 of the book "Aces Wild" by Al Blackburn (see this Googlebooks link), the first use of an in-flight-adjustable horizontal stabilizer was in 1929 by Clarence Gilbert Taylor in his B-2 "Chummy", which eventually evolved into the Taylor Cub and then the Piper Cub, all of which used the same stabilizer trim system.  Naturally, all these aircraft featured an elevator attached to the adjustable horizontal stabilizer.

The same source says that many old Waco biplanes used the same feature.  In this photo of a 1936 Waco biplane, the slot associated with the adjustable horizontal stabilizer is clearly visible.