You will find a huge wealth of information about the origin and evolution of electrical lighting for christmas time at
http://oldchristmaslights.com , profusely illustrated with real examples and quite fascinating to see. It is written from the USA`s point of view and I don`t know how the timeline translates to other countries, but expect the rest of the world did not take that long to catch up. I don`t know if it started there, but it is likely it did.
I have never encountered the earliest (carbon filament) type of lights here in the UK, but finding any very old British lights can be quite difficult. There are fewer of us here after all, and the War probably didn`t help either. I know electrical lighting in general was being developed here simultaneously (and independently) with the States, but have little evidence the early lamps were ever produced for as seasonal decorative purposes. There may have been some produced, and I would be very interested to know if that were the case. The earliest examples in my own collection appear to come from the 1930s and use coiled tungsten lamps.