The first goal scored directly from a corner kick was in 1924.

Cesareo Onzari, who played for Argentina took a corner kick and the ball ended up in the net without anyone else touching it.

This type of goal is also referred to as an "olympic goal".

Unfortunately for Uruguay, they lost that game because of such a goal, but they did end up winning the gold in the Olympics.

This is why this type of goal is referred to as "olympic".