The earliest electrical use of mercury that I can think of is the so-called
(I think) "mercury tube". A quantity of mercury is sealed inside of an
evacuated glass tube. When the tube is shaken, flashes of light (from the
ionized mercury vapor) can be seen.
This is at least an 18th century discovery and may go back to the 17th
century. Because the vacuum was obtained by using the empty space at the
top of a mercury barometer, the phenomenon was called "barometric light".
I also believe that Edison evacuated early models of his incandescent lamp
using mercury and the barometric effect.
Cheers,
Chuck