I was chatting with Ben Towle yesterday, after he'd been reading some EC reprints. He pointed to Ric Estrada's story "Bunker" from Two-Fisted Tales #30 as having the first black hero in comic books. (It can be read online here.) This is what's cited in Estrada's Wikipedia entry. But that story is from late 1952, and that just sounded really late to me.
My thoughts immediately went to Ebony White from The Spirit (1940) and Torchy Brown from Torchy in Heartbeats (1937). Now one could argue that Ebony was a sidekick and not a hero, and that Torchy was a comic strip character. Lothar from Mandrake the Magician kind of straddles the fence, not being quite a hero in his own right, despite being the "Prince of Seven Nations" from the outset, and his comic book appearances prior to 1952 were almost entirely limited to Australian reprints of the strips. EC's most notable work with a black protagonist, "Judgement Day", first got printed in Weird Fantasy #18 (April 1953) and Dell's Lobo didn't debut until 1965.
So maybe "Bunker" was first?
Well, except maybe for the lead characters in Negro Romances which ran for three issues in 1950. And Classics Illustrated #15 which told the story of Uncle Tom's Cabin in 1948.
And if maybe if you ignore the work actual black creators.
more comprehensive look than would fit here anyway) but I think even a cursory examination would show Ace Harlem and Lion Man as "comic book heroes." Ace could conceivably be considered "more first" since he appears as the lead story in the issue.
"First" isn't as definitive as it sounds, as my notations about Ebony, Torchy and Lothar demonstrate. And I suspect the lack of knowledge about All-Negros Comics (and whatever may have come before that -- I haven't done that much research here!) has more to do with bad PR than deliberate obfuscation. But it should serve as a reminder that the "common" comics history you've likely read that focuses on DC, Timely and EC is not really definitive either. Those histories almost inherently have to be incomplete, and what you thought you knew might also be incomplete as a result!