I don't know what the first use of 'ethnic' instruments (however we're defining that) was and I'd propose it's a pointless question anyway, but there were definitely precedents well before Goldsmith and "Planet of the Apes".
Amongst many other examples, there Herrmann and his use of the Serpent. I'm not quite sure its an "ethnic" instrument but I'm not sure what Goldsmith used in "Planet of the Apes" would be called "ethnic" either.
Cheers[/endquote
Goldsmith used both a ram's horn and the Brazilian woodwind instrument called the chic, which he would use to even more sinister effect in "The Mephisto Waltz".
A topic like this would need some serious specification, as others have pointed out. What is an 'ethnic' instrument anyway?
Also, there's a big difference between 'Hollywood' and 'western film' which obviously aren't one and the same. There are actually western films being made outside the US movie capital. In fact, Hollywood as a movie industry only came into full fruition in the late 20s. Before that, there were silent movies all over the world, and I'm sure many of those also used 'ethnic' instruments -- meaning, the way I interpret it -- an instrument tied to a particular country or region for folk purposes that isn't part of the vernacular of the standard western symphony orchestra.
As I said, a topic with too many variables, which is evident by the fact the responses in this thread range from 1911 to the late 60s!