There's been a lot of discussion recently, including the some splendid charts, on the origins of this delightful little hobby of gaming. Central to many early flowcharts in terms of gaming origins is H.G. Wells' Little Wars, published in 1913, which is often considered the first modern "wargame" (wargames being, as we all know, what started this whole mess).
What doesn't pop up on those same charts or in many conversations on the origins of gaming is Wells' earlier work, Floor Games, published in 1911. Many people see this as simply a supplement to Little Wars, but I feel it was clearly meant to be a stand-alone book on the philosophy and theory of creating games with miniatures and other props. Plus, as it was written a good two years before Little Wars, I would definitely classify it as its own work (albeit not one with the specific wargaming rules set forth by Wells later), and deserving at least of mention on any charts so including Little Wars.
I was pleased to see Skirmisher Publishing (a good company by all accounts), had released both a print and pdf version of Floor Games, but if you just want a quick scan online, Project Gutenberg does have it for free, just as it does Little Wars. Wells' humor and whimsy win through in both books, and they remain entertaining reads.