The first film in which Chaplin appears as the Little Tramp onscreen was filmed January 10th, 1914 at a Venice "Kid Auto Race."* What exactly is a Kid Auto Race? Film historian John Bengston wrote a wonderful piece which answers this question. There are also some great "then and now" location photos as well.
*Chaplin may have filmed Mabel's Strange Predicament in his Tramp costume first but it was released after Kid Auto Races At Venice.