One of the interesting things that I came across recently was the story of the Futurians at the 1st WorldCon in 1939. The Futurians were a legendary group of fans - quite a few notable authors came out of their ranks over the years, and it looked like an interesting story, one that was far more complicated than I thought.
Fandom is really an artificially constructed thing - Gernsback helped jumpstart it alongside his magazines with his Science Fiction League clubs around the US, probably recognizing that if you keep your readers engaged, you'll have a more reliable cash flow. Would fandom have emerged on its own, without those clubs? Maybe, but I'd bet that it helped define the identify of a science fiction fan far earlier, and from what I've seen, you really don't have the same communities in other genres (although that's just from my own observation, rather than any actual research.
I'll admit, I have a bit of an ax to grind with this piece: the fan community can be infuriatingly annoying at times. It doesn't matter if it's amongst book reviewers, 501st members, authors, literature fans, movie fans, or any other community, there's always drama. And, it looks like there's always been drama. It's something that I'm a bit tired of, and I'm beginning to just ignore people who are drama-prone in my own life. It's a bit liberating, but isolating, at times.
The Futurians, Damon Knight. This is probably the best place to go to read about the Futurians, written by one of their members. It's certainly one-sided, but it's an interesting read. The Immortal Storm, Sam Moskowitz. This is an exhaustive, egotistical and defensive book, and I wonder if Moskowitz had some lingering resentment about the event. This book is a fairly exhaustive (and it's utterly exhausting to read) look at fandom. I found myself very disheartened by what I read here: it's a petty survey, but it does contain quite a bit of information about the early days. Basement and Empire series, Frederik Pohl. Pohl talks a bit about early fandom in this series of blog posts for his website, The Way the Future Blogs. These, and the rest of his website, are a very, very interesting read. The Way the Future Was: A Memoir, Frederik Pohl. Polh's biography is a neat who's who of the early science fiction days, but he doesn't go into much detail about the events of the 1939 convention, simply noting that it happened, and who was involved.