In what novel does the character Inspector Lestrade first appear?

Inspector G. Lestrade, or Mr. Lestrade, is a fictional character appearing in several of the Sherlock Holmes stories written by Sir Arthur Conan Doyle. Doyle used the name of a friend from his days at the University of Edinburgh, a Saint Lucian medical student, Joseph Alexandre Lestrade. In The Adventure of the Cardboard Box, Lestrade's first initial is revealed to be G.

He is described as “a little sallow rat-faced, dark-eyed fellow” in 'A Study in Scarlet' which was the first novel to feature Lestrade as well as Holmes and Watson.

He was summarised by H. Paul Jeffers in the following words:

He is the most famous detective ever to walk the corridors of Scotland Yard, yet he existed only in the fertile imagination of a writer. He was Inspector Lestrade. We do not know his first name, only his initial: G. Although he appears thirteen times in the immortal adventures of Sherlock Holmes, nothing is known of the life outside the Yard of the detective whom Dr. Watson described unflatteringly as sallow, rat-faced, and dark-eyed and whom Holmes saw as quick and energetic but wholly conventional, lacking in imagination, and normally out of his depth – “the best of a bad lot” who had reached the top in the CID by bulldog tenacity.