“The first duty of wine is to be red” is a French saying from the early 1800s, when red wines were strongly preferred over white wines. “Le premier devoir du vin est d’être rouge” was a line in Henri Murger’s play, La Vie de Boheme (1849). “It was in vain that some haters of innovation protested, like Alfred de Musset, that the first duty of wine was to be red” was written in 1873.
 
“The first duty of wine is to be red. The second is to be a Burgundy” is credited by Wikipedia to English author Alec Waugh‘s (1898-1981) book, In Praise of Wine (1959). Alec Waugh wrote a similar line, “at the start of the nineteenth it was held that the first duty of a wine was to be red, then sweet,” in Merchants of Wine (1957). The Telegraph‘s (UK) 2001 obituary for wine merchant Harry Waugh said that he “once reputedly declared that the first duty of wine is to be red, the second to be a Burgundy.”
 
     
Google Books
La Vie de Boheme:
Piece en cinq Actes, Melee de Chants,
Par
MM. Theodore Barriere et Henri Murger.
Representee pour la premiere fois, A Paris,  sur le Th6atre des Vari6t6s, le 22 Novembre, 1849.
Pg. 19:
Le premier devoir du vin est d’être rouge.
 
13 October 1873, New York (NY) Commercial Advertiser, “Champagne’s Rise,” pg. 1, col. 5:
It was in vain that some haters of innovation protested, like Alfred de Musset, that the first duty of wine was to be red, and that other and more daring dissidents refused the vinous title to the frothing interloper.
 
Google Books
The Latin Quarter (“Scènes de la vie de Bohème”)
By Henri Murger
Translated by Ellen Marriage & John Selwyn, with an introduction by Arthur Symons
New York, NY: Doubleday Page & Co.
1901
Pg. 298:
“The first duty of wine is to be red,” cried the artist. “Talk to me not of your white wines!”
   
Google Books
In Vino Veritas,
A Book about Wine
By André Louis Simon; Wine Trade Club
London: G. Richards Ltd.
1913
Pg. 38:
Nobody, then, would have dared deny that the first duty of a wine was to be red and its second to be sweet. Stout, dark vintage ports were the rule; full, sweet sherries and brown Madeiras were their only competitors in the public favour.
 
Google Books
A Concise Encyclopaedia of Gastronomy
By André Louis Simon
London: Wine and Food Society
1939
Pg. 132:
Although the first duty of Port is to be red, there is such a thing as White Port, and it has many admirers, more particularly among the ladies.
 
Google Books
Merchants of Wine:
Being a centenary account of the fortunes of the House of Gilbey
By Alec Waugh
London: Cassell
1957
Pg. 6:
Port so set the fashion through the eighteenth century that at the start of the nineteenth it was held that the first duty of a wine was to be red, then sweet.
 
Google Books
Letters of Ford Madox Ford
Edited by Richard M. Ludwig
Princeton, NJ: Princeton University Press
1965
Pg. 199:
Still le premier devoir du vin est d’etre rouge.
(A letter to James Joyce, dated 9th March 1931—ed.)
   
The Telegraph (UK)
Harry Waugh
12:15AM GMT 05 Dec 2001
HARRY WAUGH, who has died aged 97, was the grand old man of the English wine trade; his 70 years in and around the business made him a celebrated figure among his fellow wine merchants.
(...)
Waugh had a dry and subtle wit. He once reputedly declared that the first duty of wine is to be red, the second to be a Burgundy, whilst his reply when asked whether he had ever confused a claret with a Burgundy (“Not since lunch”) has entered wine trade lore.
 
Google Books
Wine:
A Life Uncorked
By Hugh Johnson
Berkeley, CA: University of California Press
2006
Pg. 187:
There is a far wider choice of red wines than white. I am not, as you gather, one of those who think the first duty of wine is to be red. But there are many who do, and one can see their point.
 
Google Books
Home Winemaking For Dummies
By Tim Patterson
Mississauga, Ont.: John Wiley & Sons Canda Ltd.
2011
Pg. 239:
The old wine drinker’s saw, “The first duty of every wine is to be red,” seems to apply with a vengeance in home winemaking. But if white wine shows up on your table, make a place for it in your home winemaking.