The first published polyalphabetic cipher was invented by Leon Battista Alberti around 1467. Alberti used a Caesar cipher to encrypt a message, but whenever he wanted to he would switch to a different alphabet, indicating that he had done so by capitalizing the first letter encrypted with the new alphabet. Alberti also invented a decoder device, his encryption disk, which implemented a cipher equivalent to the one published later by Johannes Trithemius.
Johannes Trithemius, in a book published after his death, invented a progressive key polyalphabetic cipher. Unlike Alberti's cipher, which switched alphabets at random intervals, Trithemius switched alphabets for each letter of the message. He started with a tabula recta, a square with 26 alphabets in it (Trithemius, writing in Latin, used 24 alphabets). Each alphabet was shifted one letter to the left from the one above it, and started again with A after reaching Z, like this:
|ABCDEFGHIJKLMNOPQRSTUVWXYZ -+-------------------------- A|ABCDEFGHIJKLMNOPQRSTUVWXYZ B|BCDEFGHIJKLMNOPQRSTUVWXYZA C|CDEFGHIJKLMNOPQRSTUVWXYZAB D|DEFGHIJKLMNOPQRSTUVWXYZABC E|EFGHIJKLMNOPQRSTUVWXYZABCD F|FGHIJKLMNOPQRSTUVWXYZABCDE G|GHIJKLMNOPQRSTUVWXYZABCDEF H|HIJKLMNOPQRSTUVWXYZABCDEFG I|IJKLMNOPQRSTUVWXYZABCDEFGH J|JKLMNOPQRSTUVWXYZABCDEFGHI K|KLMNOPQRSTUVWXYZABCDEFGHIJ L|LMNOPQRSTUVWXYZABCDEFGHIJK M|MNOPQRSTUVWXYZABCDEFGHIJKL N|NOPQRSTUVWXYZABCDEFGHIJKLM O|OPQRSTUVWXYZABCDEFGHIJKLMN P|PQRSTUVWXYZABCDEFGHIJKLMNO Q|QRSTUVWXYZABCDEFGHIJKLMNOP R|RSTUVWXYZABCDEFGHIJKLMNOPQ S|STUVWXYZABCDEFGHIJKLMNOPQR T|TUVWXYZABCDEFGHIJKLMNOPQRS U|UVWXYZABCDEFGHIJKLMNOPQRST V|VWXYZABCDEFGHIJKLMNOPQRSTU W|WXYZABCDEFGHIJKLMNOPQRSTUV X|XYZABCDEFGHIJKLMNOPQRSTUVW Y|YZABCDEFGHIJKLMNOPQRSTUVWX Z|ZABCDEFGHIJKLMNOPQRSTUVWXYTrithemius's idea was to encipher the first letter of the message using the first shifted alphabet, so A became B, B became C, etc. The second letter of the message was enciphered using the second shifted alphabet, etc.
Alberti's cipher disk implemented the same scheme. It had two alphabets, one on a fixed outer ring, and the other on the rotating disk. A letter is enciphered by looking for that letter on the outer ring, and encoding it as the letter underneath it on the disk. The disk started with A underneath B, and the user rotated the disk by one letter after encrypting each letter.
Trithemius' cypher was trivial to break, and Alberti's not much more difficult (the capitalized letter is a major clue to the cryptanalyst), but they laid the groundwork for future ciphers using the powerful ideas of polyalphabeticity and key progression.