This apparent retrograde motion happens several times a year because of the different speeds at which Mercury and Earth orbit the Sun.
So, Mercury Retrograde didn't have a "creation" date; it's a natural event that has always occurred.
However, the association of Mercury Retrograde with bad luck and communication issues is a much more recent phenomenon, popularized in astrology. This association likely started in the 20th century and gained traction with the rise of the internet.