The State of the Union Address is held according to the requirements of the United States Constitution, which came into force in 1789.
The first SOTU message was delivered by President George Washington on January 8th, 1790.
It became a defining, integral part of American politics, being annually discussed by masses throughout the centuries, resulting in the creation of a frequently applied acronym; SOTU.
It is unclear, when exactly the State of the Union Address was first abbreviated as such, however SOTU was already in use in the 19th century, presumably coined by telegram operators for the sake of efficiency.
The acronym became a lot more popular during the 20th century, after Woodrow Wilson reinstated the practice of the President personally giving out the address, broadcasted by mass media; radio and later television.