One of the Pythogoreans, probably Hippasos of Metapont, showed the irrationality of $\sqrt 2$ about 500 BC. According to Platon, Theodorus of Cyrene knew that the square roots of all integers up to 17 are integers or irrationals, and Theaetetus proved this for all integers. Much of what Euclid writes about incommensurable magnitudes, distinguishing different kinds of irrationalities, stems from these scholars and Eudoxus of Knidos who also invented the theory of exhaustion. (Note that Euclid's understanding of irrational numbers is not the same as today, but this would deviate too much from answering this question.). Appolonius of Perga extended this theory, as can be obtained from an Arabic translation of a commentary of Pappus on Euclid's book X. No details, however, are known.
The Indian mathematician Bhāskarāchārya, a contemporary of Fibonacci, calculated square roots of sums of rational and irrational numbers and, like Fibonacci, treated polynomial equations of higher than second degree. Also in the 13th century Johannes de Sacrobosco (Johannes Campanus) proved the irrationality of the golden ratio (this result had been known to the old Greek but lost in the pass of times) by the method of descente infinie.
Simon Stevin, the inventor of the decimal system, knows that there are two cases which do not allow an exact decimal representation, fractions like 5/6 and irrationals. Marin Mersenne in a critique of a paper of Alfons Anton de Sarasa, mentions the difficulty to obtain by geometrical means the logarithm of a certain quantity, if two other logarithms are given, may they be rational or irrational. The correspondence between Leibniz and Newton is abundant with irrationalities and the praise of the own method to handle them better. But proofs of irrationalities are not contained. May it be that enough irrational numbers were already available, or that the proof of irrationality in case of logarithms is so easy (Euler mentiones it en passant).
The French algebraist de Lagny showed that a certain kind of polynomial equations have irrational roots (Histoire de l'Académie de Sciences, 1705, p. 294).
It is controversial whether Euler has implicitly proved the irrationality of $e$ and $\pi$ by means of continued fractions. Anyhow, his introductio in analysin infinitorum is full of irrationalities. Vol. 1, contains, in chapter 6, the assertion that with exception of the powers of the base, the logarithm of a number $h$ is not rational (and cannot be irrational, hence must be transcendental). In § 508 of vol. 2, he explains: The algebraic equations are either rational and do not contain other than integer exponents or irrational with broken exponents. But in the latter case, they can be made rational. If an equation of a graph neither is rational nor can be made rational, it is transcendental. If an equation contains powers, the exponents of which are neither integers nor fractions, it cannot be made rational. The graphs of these equations are the first and, so to say, simplest kind of transcendental graphs, namely such resulting from equations with irrational exponents. § 509 starts with the example $y = x^{\sqrt 2}$.
And then came Lambert.
Etymology
In Earliest Known Uses of Some of the Words of Mathematics we read:
Cajori (1919, page 68) writes, "It is worthy of note that Cassiodorius was the first writer to use the terms 'rational' and 'irrational' in the sense now current in arithmetic and algebra." The first citation of rational in the OED2 is by John Wallis in 1685. Irrational is used in English by Robert Recorde in 1551 in The Pathwaie to Knowledge: "Numbres and quantitees surde or irrationall."
M. Cantor in his Vorlesungen über die Geschichte der Mathematik, vol 2, credits the Italien (living is Spain) Gerard of Cremona (c. 1114 - 1187), the English mathematician and bishop Thomas Bradwardine (c. 1290 - 1349), the French mathematician and bishop Nicole d'Oresme (c. 1320 – 1382), and the German mathematician and bishop Albert of Saxony (c. 1320 - 1390) with early use of the word "irrational" in mathematical context, arguing how fast this notion spread in the world of mathematics in the 14th century. Nevertheless Vieta, Fermat, Newton and others used the word "asymetriae" or "quantitates surdae".