When did the practice of having multiple series for a world begin?
It started at least 2000 years ago with works like Homer's Illiad and Odyessy, and lost works, Hesiod's Theogony, and later, Virgil's Aeneid, among other things.  

Most notably, the Illiad showcased the seige of Troy, focusing mostly on Achilles's role and his dispute with Agamemnon.

The Aeneid focused on Aineas, who fought in the Trojan War, and escaped Troy to found Alba Longa, where the founders of Rome were from (they presumably descended from Aeneas).

It is also known that there are lost works about the Trojan War, which describe other parts of the war such as the sack of Troy.