I believe theory developed in two stages here. The work of Frigyes Riesz and others in the early 1900's considered concrete examples, and they spoke about linear functionals without feeling any need to gather them into a structured set (dual space). An analogue is perhaps Weierstrass, who discussed the convergence of sequences of functions in the 1870's without using the notion of a function space with a norm or a topology.

The Riesz representation theorem is a good example of this. Riesz (1907) first defines what he means by a continuous linear operation on the space $L^2([a,b])$; this is, in slightly modernized notation, an operation which for any $f\in L^2$ gives a number $U(f)$ such that $U$ is a linear map and such that whenever $f_n\to f$ in $L^2$ we have $U(f_n)\to U(f)$. Then he shows that for each continuous linear operation $U$ there exists a function $k$ such that $U(f)=\int_a^b f(x)k(x)dx$ for all $f\in L^2([a,b])$.

Note by the way that the theory was developed in function spaces before finite-dimensional vector spaces. There were many examples of functionals on the form $f\mapsto \int f(x)g(x)dx$ well known at the time (cf. potential theory, or Cauchy's integral theorem), so representation theorems would look very nice.

It took another 20 years before abstract Hilbert spaces were defined, and when Riesz speaks of this theorem again in 1935, he can use an entirely modern notation: "For every continuous linear function $\ell(f)$ there is a unique representing element $g$ such that $\ell(f)=(f,g)$", where $(\cdot,\cdot)$ is the inner product on the Hilbert space.

The theory for Banach spaces progressed in a similar manner. First linear functionals on $C([a,b])$ and $L^p([a,b])$ were studied and representation theorems were found (ca. 1910). Then in the 1920's a more abstract theory was developed, and in Banach's monograph from 1932 the subject is fully mature with "spaces of type (B)" [Banach spaces] and "conjugate spaces" [dual spaces]. I guess it was necessary to have several similar-looking but different examples before it seemed worth while to construct a general theory.

By the way, no author is cited more often in Banach's monograph than Frigyes Riesz!