From Why Golf?, publsihed in 1920.
By all accounts, the wooden golf tee did not come into widespread use until the late 1920s. Patented in 1925, the Reddy Tee was the first widely marketed tee, although others had obtained patents for tees as early as the late 1800s.
The text reads:
Teeing up should be done very carefully with the ball grasped firmly between the thumb and forefinger of the left hand. The illustration shows a high tee which should be used if the player has a tendency to top the ball.
Making a sand tee seems to be to be the bigger problem, though.