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The Chicago White Stockings, (today's Chicago Cubs), began spring training in Hot Springs, Arkansas in 1886. President Albert Spalding (founder of Spalding Sporting Goods) and player/manager Cap Anson brought their players to Hot Springs and played at the Hot Springs Baseball Grounds. The concept was for the players to have training and fitness before the start of the regular season. After the White Stockings had a successful season in 1886, winning the National League Pennant, other teams began bringing their players to "spring training".  The Chicago Cubs, St. Louis Browns, New York Yankees, St. Louis Cardinals, Cleveland Spiders, Detroit Tigers, Pittsburgh Pirates, Cincinnati Reds, New York Highlanders, Brooklyn Dodgers and Boston Red Sox were among the early squads to arrive. Whittington Park (1894) and later Majestic Park (1909) and Fogel Field (1912) were all built in Hot Springs specifically to host Major League teams. 

Who began spring training in Hot Springs, Arkansas in 1886?
Chicago White Stockings