The earliest recorded act of knocking on doors I'm able to find relates to the actions of Amenhotep III striking the doorpost of one of sixteen city gates with his white-headed mace at the temple at Soleb, Nubia, ca. 1360 B.C.
Probably someone wanting to speak to his mummy - the first recorded doors were in Ancient Egypt. https://en.wikipedia.org/wiki/Door
Before that, there would have been fabric hangings or curtains that one cannot knock on effectively. No specific date is mentioned in the article referenced, but as soon as the capability of cutting wood into slices arose, someone would have thought of 'putting th'wood in th'ole' and both cutting down drafts and increasing privacy. When you get privacy, you also get the need to breach it without being summarily executed for lese-majeste or violation of a sanctuary.
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