To me the first DJ is the first person to broadcast voice AND music over the radio and for more than one person to hear it -a true broadcast.
In an epic moment in 1906 on Christmas Eve Fessenden transmitted the first radio broadcast in history from Brant Rock, Massachusetts. Ships at sea heard a broadcast that included Fessenden playing the song "O Holy Night" on the violin and then reading a passage from the Bible. Prior to this Marconi had transmitted radio signals in 1901. But these were only one-way, and only in Morse Code.
It has been reported that he developed this while working for the national Weather Service. ...That the first occurrence of voice over radio actually happened at Cobb Island in December of 1900. But only one person heard this, his unnamed assistant, NOT a broadcast. His job was to set up telegraph connections for collecting remote weather observations. Like a true geek he instead used the time and effort to explore and actually produce voice over radio.
Did I mention he discovered the Heterodyne principle? By fixing the beat frequency between the incoming carrier and the local oscillator to a fixed intermediate frequency (IF), most of a radio receiver can be constructed so that it can be used by any incoming radio signal. Only the local oscillator is tuned to produce a beat frequency equal to the fixed IF frequency. Before this development, a radio could only be used on ONE FREQUENCY in sending or receiving.
In 1906, Fessenden achieved two-way voice transmission by radio between Scotland and Massachusetts. Like many geniuses the potential for his inventions was not recognized early on and even his own investors weren't interested. His company National Electric Signaling Company (NESCO) was dissolved. A lengthy lawsuit followed.
He worked with Thomas Edison, george Westinghouse, The US Weather Bureau, and was a professor at both Purdue and U. of Penn.