But its first appearance appears to have been in the Boston Evening-Post dated 28 Nov 1768:
Extract of a letter from New York, Nov. 17.The 1 Sept 1768 New-York Journal passed on a rumor than the Duchess of Gordon was on board a ship to New York. That’s the only item I could find suggesting that a duchess was actually in the city that year. The Duchess of Gordon was a famous beauty, a wit, and a leader in fashion who had only nine fingers. There’s no evidence she actually visited America; in fact, in that month she was about to have her first child. But I’m showing her picture with her oldest son anyway.
“We have here a new Species of Creature called a Dutchess—Some time ago a Milliner’s Prentice of this Town was to wait on the Dutchess, but fearful of committing some Error in her Address she went to consult with a Friend about it, who told her that when she came before the Dutchess she must say her Grace to her,
accordingly away went the Girl, and being introduced, after a very low Curtesy, she said For what we are going to receive the Lord make us thankful; to which the Dutchess answered, Amen.”——