Though the term "State of the Union" is used in the Constitution, it wasn't widely used to describe the president's annual address until Franklin Roosevelt's presidency, and not universally used until Harry Truman was in office. Earlier, the document was simply the President's Annual Message to Congress. Note also that the Constitution is vague about timing, saying nothing about an "annual" message. Still, custom has established an annual timetable.
Moreover, George Washington and John Adams delivered the addresses themselves, but Thomas Jefferson started sending written messages to Congress, as all of his successors did until Woodrow Wilson revived the practice of giving the annual report to Congress as a speech once more. Maybe his professorial leanings led to the change. Since Wilson's time most, but not all, of the State of the Union addresses have been delivered orally. The last president to send a written message was Jimmy Carter, during the waning days of his administration in January 1981.
The first paragraph of the First Annual Message to Congress on the State of the Union, delivered by President Washington on January 8, 1790, went as follows:
"Fellow-Citizens of the Senate and House of Representatives:
I embrace with great satisfaction the opportunity which now presents itself of congratulating you on the present favorable prospects of our public affairs. The recent accession of the important state of North Carolina to the Constitution of the United States (of which official information has been received), the rising credit and respectability of our country, the general and increasing good will toward the government of the Union, and the concord, peace, and plenty with which we are blessed are circumstances auspicious in an eminent degree to our national prosperity.
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