Answer by taking a quote from the following article:

George Michael Cohan (July 3, 1878 - November 5, 1942), known professionally as George M. Cohan, was an American entertainer, playwright, composer, lyricist, actor, singer, dancer and producer. Cohan began his career as a child, performing with his parents and sister in a vaudeville act known as "The Four Cohans." Beginning with Little Johnny Jones in 1904, he wrote, composed, produced, and appeared in more than three dozen Broadway musicals. Cohan published more than 300 songs during his lifetime, including the standards "Over There", "Give My Regards to Broadway", "The Yankee Doodle Boy" and "You're a Grand Old Flag".

Cohan began writing original skits (over 150 of them) and songs for the family act in both vaudeville and minstrel shows while in his teens. Soon he was writing professionally, selling his first songs to a national publisher in 1893. In 1901 he wrote, directed and produced his first Broadway musical, The Governor's Son, for The Four Cohans. His first big Broadway hit in 1904 was the show Little Johnny Jones, which introduced his tunes "Give My Regards to Broadway" and "The Yankee Doodle Boy." Cohan became one of the leading Tin Pan Alley songwriters, publishing upwards of 300 original songs noted for their catchy melodies and clever lyrics. His major hit songs included "You're a Grand Old Flag," "Forty-Five Minutes from Broadway," "Mary Is a Grand Old Name," "The Warmest Baby in the Bunch," "Life's a Funny Proposition After All," "I Want To Hear a Yankee Doodle Tune," "You Won't Do Any Business If You Haven't Got a Band," "The Small Town Gal," "I'm Mighty Glad I'm Living, That's All," "That Haunting Melody," "Always Leave Them Laughing When You Say Goodbye", and America's most popular World War I song "Over There", which was recorded by Enrico Caruso among others. The latter song reached such currency among troops and shipyard workers that a ship was named "Costigan" after Cohan's grandfather, Dennis Costigan. During the christening, "Over There" was played. From 1904 to 1920, Cohan created and produced over 50 musicals, plays and revues on Broadway together with his friend Sam H. Harris, including Give My Regards to Broadway and the successful Going Up in 1917, which became a smash hit in London the following year. His shows ran simultaneously in as many as five theatres. One of Cohan's most innovative plays was a dramatization of the mystery Seven Keys to Baldpate in 1913, which baffled some audiences and critics but became a hit. Cohan further adapted it as a film in 1917, and it was adapted for film six more times, as well as for TV and radio. He dropped out of acting for some years after his 1919 dispute with Actors' Equity Association. In 1925, he published his autobiography, Twenty Years on Broadway and the Years It Took To Get There.

When did he write his first musical
1901