The earliest recorded incident - 1656, night time - Cardiganshire
Robert Burton's History of the Principality of Wales, first published in 1695, recounted the tale of a man whose bedroom was visited by various little beings in 1656. Here is the passage in question from the 1730 second edition:
The account of this event, along with other strange occurrences in Carmarthenshire, Pembrokeshire and Cardiganshire, came from letters written to Mr. B. by John Lewis, Esq, a Justice of Peace at Glankerrig near Aberystwyth. Burton claimed it was confirmed "by divers persons of good quality and reputation."
"FAIRIES COMING INTO THE BEDROOM OF A HOUSE NEAR ABERYSTWYTH.
A man and his family being all in bed, he being awake about midnight, perceived by a light entering the little room where he lay, and about a dozen in the shapes of men, and two or three women with small children in their arms following, they seemed to dance, and the chamber appeared much wider and lighter than formerly.
They seemed to eat bread and cheese all about a kind of a tick upon the ground, they offered him some, and would smile upon him, he heard no voice, but calling once upon God to bless him, he heard a whispering voice in Welsh bidding him hold his peace. They continued there about four hours, all which time he endeavoured to wake his wife but could not. Afterwards they went into another room, and having danced awhile departed. He then arose, and though the room was very small, yet he could neither find the door, nor the way to bed again until crying out his wife and family awoke.
"He living within two miles of Justice Lewes, he sent for him, being a poor honest husbandman and of good report, and made him believe he would put him to his oath about the truth of this Relation, who was very ready to take it."
This story was then repeated in various histories - e.g. E. A. William's 1908 Welsh Folk-lore of the Seventeenth Century and Jonathan Ceredig Davies' Folklore of Mid and West Wales of 1911.