1. The first time the subject was addressed, at least for which we have a record, was August 15, 1840. See the text of that sermon.
The issue of the unevangelized dead plagued post-biblical Christianity. The Pauline reference (1 Cor. 15:29) became a source of questions and considerable exegesis essentially directed to muting the possibility that primitive Christians engaged in vicarious baptism for the dead. Calvinism solved the problem with the inscrutability of God's judgement. For those not following that strain of belief, the question remained: what happens to the those who die without hearing the good news of Christ? How would it be just to condemn them without the opportunity to choose Jesus? The Mormons were no exception to this rule. The July 1838 issue of the Elders' Journal (Far West, Missouri Church organ) purposely meets this question head-on.
Question 16th. If the Mormon doctrine is true, what has become of all those who have died since the days of the apostles?Probably answered by Joseph Smith, this question portends the salvation for the dead doctrines introduced in Nauvoo. What may have been behind this interesting remark is unknown, but hints of other Nauvoo doctrines would surface in this short Missouri interlude.
Answer. All those who have not had an opportunity of hearing the gospel and being administered to by an inspired man in the flesh, must have it hereafter, before they can be finally judged.