I'm currently searching for sources and historical basis on the notion of $(G,X)$-structure as it appears in Thurston's work.
So far, it appears that he was the first to set it. Many mathematicans cite Ehresmann's work, also I'm not sure to what precisely. It also seems that Kuiper (On compact conformally Euclidean spaces of dimension > 2, 1950) also had some ideas close to what we call a developing map, and related to the idea to put a structure on a manifold.
Maybe someone here already have made such researches, or could testify ?
Thanks