From Chapter 9:
One of the earliest cigar-smokers must have been that remarkable clergyman, the Rev. Charles Caleb Colton, whose "Lacon," published in 1820, was once popular. Colton was in succession Rector of Tiverton and Vicar of Kew, but on leaving Kew became a wine-merchant in Soho. While at Kew he is said to have kept cigars under the pulpit, where, he said, the temperature was exactly right.

At first even cigar-smoking was confined to comparatively few persons, and the social prejudice against tobacco continued unabated. Thackeray significantly makes Rawdon Crawley a smoker—the action of "Vanity Fair" takes place in the first two decades of the nineteenth century. The original smoking-room of the Athenæum Club, which was founded in 1824, the present building being erected in 1830, was a miserable little room, Dr. Hawtree, on behalf of the committee, announcing that "no gentleman smoked." The Oriental Club, when built in 1826-27, contained no smoking-room at all.

From Chapter 1:
Another tradition gives the old Pied Bull at Islington, long since demolished, as the scene of the momentous event. It is said in its earlier days to have been a country house of Sir Walter's, and according to legend it was in his dining-room in this house that he had his first pipe. Hone, in the first volume of the "Every Day Book" tells how he and some friends visited this Pied Bull, then in a very decayed condition, and smoked their pipes in the dining-room in memory of Sir Walter. From the recently published biography of William Hone by Mr. F.W. Hackwood, we learn that the jovial party consisted of William Hone, George Cruikshank, Joseph Goodyear, and David Sage, who jointly signed a humorous memorandum of their proceedings on the occasion, from which it appears that "each of us smoked a pipe, that is to say, each of us one or more pipes, or less than one pipe, and the undersigned George Cruikshank having smoked pipes innumerable or more or less," and that "several pots of porter, in aid of the said smoking," were consumed, followed by bowls of negus made from "port wine @ 3s. 6d. per bottle (duty knocked off lately)" and other ingredients. Speeches were made and toasts proposed, and altogether the four, who desired to "have the gratification of saying hereafter that we had smoked a pipe in the same room that the man who first introduced tobacco smoked in himself," seem to have thoroughly enjoyed themselves.