As far as I have understood it, the habit of issuing First Day Covers started around 1947 - 48 in Romania. There was also cards issued with a first day cancellation.
If I have understood this correctly, the first FDC was issued by a stamp dealer, but he was soon followed in his steps by the state. Correct me if Im wrong.
For later FDCs - see Special catalogue

First out is a nice 1929 set with First Day cancellations

and the 1941 Majadahonda:
1947
AGIR-Congress
forstafdc1.jpg (6320 bytes)forstafdc2.jpg (4093 bytes)
Savings Day
(2 ARLUS Congress)
Apararea Patriotica 3 years
47patdef.jpg (37618 bytes)
2nd CGM Congress
A266b.jpg (21912 bytes)
2nd CGM Congress Air
A266a.jpg (19923 bytes)
1948
RECENSAMANTUL
A268.jpg (22202 bytes)
Printer Fabrica de Timbre
58printtete.jpg (33471 bytes)
Balkan games
Worker youth
e9_1_b.jpg (13736 bytes)
Bulgarian-romanian friendship
bulg48fdc.jpg (34124 bytes)
Constitution
1 May
48may.jpg (27159 bytes)48parachute.jpg (19117 bytes)
Romanian - Soviet armed friendship / Army Day
forstafdc3.jpg (13019 bytes)
Revolution 1848
48revol.jpg (33438 bytes)
Air
48air.jpg (32462 bytes)
Marine
Press Week
presse.jpg (26562 bytes)
ARLUS
3c_1_b.jpg (31979 bytes)
alternative design:
Traffic
da_1_b.jpg (32217 bytes)
Balcescu
48balces.jpg (19902 bytes)
Peoples republic 1 year
48repub.jpg (24376 bytes)
Sport
48sportcards.jpg (45812 bytes)