mahou tsukai sally
The very first magical girl anime series that was broadcast in Japan in 1966. It's not the first magical manga however, as Himitsu no Akko-chan predates it by three years. Sally introduces many concepts that future anime and manga series go on to use, such as the heroine keeping her magic a secret from others, shouting phrases to use said magic, a mascot companion, and alternate magical worlds, to name a few.