Which was the first anime to feature instant transmission?
As far as I can see Dragon Ball Z was the first one to do so. Sailor Moon also showed teleportation but Dragon Ball Z was aired before Sailor Moon so it was the first anime to feature teleportation. I was checking the list of MCs in anime which could cast teleportation and found that Dragon Ball franchise was the oldest one in that list.
Source: https://en.m.wikipedia.org/wiki/Category:Anime_and_manga_characters_who_can_teleport