When was Veena first practiced?
The Veena perhaps was first practiced in India during the Gupta period in 330- 375 A.D. which is signified by the gold coins of Gupta rule found in which Emperor Samudragupta is shown to be playing harp.
It is also evident from paintings in Ajanta and Ellora caves that Veena was prevalent in around 8th century and was played even then.
Some beliefs are that Rudra Veena was first played by Lord Shiva when he first saw the beauty of Parvati and was mesmerized by her.
For Saraswati Veena it is famous that it was played by Goddess Saraswati.
So, stating when Veena was first practiced is inconsequential as there are many kinds of Veena and all have separate beliefs about their prevalence.