I recently mentioned Superman and his x-ray vision in a post on the pervy comic potential of such a gift: click here.
But whilst he is certainly the most famous possessor of this ability, he is not the first fictional character to be able to see through solid objects (such as brick walls) and opaque materials (like the fabric of Lois Lane's dress) [1].
Pre-dating the Man of Steel's first comic book appearance by several months [2], was the pulp fiction pin-up Olga Mesmer - aka, The Girl with the X-Ray Eyes - who appeared in Spicy Mystery magazine from August 1937 to October 1938.
Like Superman, Olga was blessed with incredible strength and x-ray vision, though her powers stemmed from scientific experimentation (involving radiation) carried out by her human father (Dr Hugo Mesmer) on her alien mother (Margot), and had nothing to do with living beneath a yellow sun.
These powers lay dormant throughout her childhood, but burst into light once she reached adolescence and first became sexually aroused. She would later use her powers to battle evil-doers, in the course of which she would invariably rip (or manage to lose) her clothes (unlike Clark Kent, she didn't have a homemade costume to wear).
Sadly, Olga Mesmer is now largely a forgotten female figure in the pop cultural imagination.
And amongst those who do remember her, there are some who would deny her status as a genuine superhero; apparently, she doesn't display all the necessary tropes to qualify (and heaven forbid that Siegel and Shuster's Man of Steel should be denied the title of World's First Superhero).
Notes
[1] Although commonly referred to as x-ray vision, this ability might more accurately be described as see-through vision, as it has very little to do with actual x-rays. Still, it seems a little pedantic to press the issue. The point is that when Superman turns his extraordinary vision on an object it is effectively rendered transparent, allowing him thus to either see inside or see beyond. I'm not sure how this power is explained, but assume it is attributable to the Photonucleic Effect.
[2] Superman, created by writer Jerry Siegel and artist Joe Shuster, made his debut in Action Comics #1, cover-dated June 1938, but published in April of that year.