I think the first CGI effect officially was rather... Unimpressive by today's standards. The movie Westworld (from the 70s?) had low res pixelated scenes that were meant to represent the robots view. It was like if the camera was filming at a resolution of 64x64. That's it, that's the CGI. A bit underwhelming today.
And I had to look up the first integrated scene because i never remember the movie, just the scene. A stained glass window character comes to life in a library. It's a CGI flat knight made of stained semi transparent glass wielding a sword, in a filmed location, moving around actors. It's from the Young Sherlock Holmes movie in 1985
Here's a decent list, I'm sure there's YouTube videos showcasing all the effects.
https://faroutmagazine.co.uk/timeline-history-of-cgi-movies/