Malinda Allison and Larry Standlee found this article in the April 19, 1915 Bonham Daily Favorite, which puts the first sighting of an armadillo in Fannin County as 1915:

Armadillo Caught North of Bonham
"Varmint" Has An Armor on that Has No Water Line.  Was in Chicken Coop.

Milam Anderson, who lives five miles northeast of the city was in town Saturday with an armadillo.  The dictionary says this strange animal is a native of South America and also Central America, and that one species of it is found in Texas.  There are many of the varmints in South Texas, but this is the first one the Favorite has heard of in this county, although there may have been others.  This animal has an armor plate on it, which is a covering of bone.  When an enemy attacks him he "balls up" on him, and there is nothing doing any further.  He might well be termed a battleship on dry land.  The dictionary says his flesh is good eating, but old Noah Webster can have our part of the armadillo and taters and much obliged.

The animal referred to in this article was found in a chicken coop which just about indicts him as a chicken thief.