The first radio licences were issued in November 1922 when the fledgling British Broadcasting Company began its transmissions.  Before that however, there were things to listen to on “the wireless” and you had to have permission to do so.  

Here’s an example from July 1920 where a personal letter was sent out giving permission to listen!

Soon there was an official form to fill in and you could have one of three types of licence. Note that if you bought a radio made by the British Broadcasting Company you got a 33% discount. If you made it yourself,  you had to do your best not to use “foreign” components !