I would like to know when and why, messages written on bombs appeared for the first time. In particular if only US crew members used it during the operations in war.
This was done since ancient times, and the practice simply carried on.
The Romans used to put witty little insults onto sling-stones, to add some extra bite when used against the enemy.
Some of these jokes were innocuous
Be lodged well
For Pompey’s Backside
And some were more explicit.
I saw a TV programme where the presenter translated a few choice insults.
But basically, this sending of messages to the enemy has always happened. Soldiers get bored of sharpening swords, so let their imagination run riot in the interests of boosting morale by making up ruder jokes than your compatriots.
In terms of messages on plane-borne munitions, then it's going to be shortly after plane-borne munitions were first deployed....