I confess that kind of piqued my interest so I looked it up and found...
The phrase "heebie-jeebies" was invented by Billy De Beck, a famous American comic strip artist of the 1920's, in his popular "Barney Google" strip in 1923. De Beck, by the way, also invented "hotsy-totsy" (a term of approval) and the wonderful "horsefeathers" (meaning "utter nonsense") in his strip. "Heebie-jeebies" must have caught the popular imagination immediately, since the dance of that name appeared a scant three years later, in 1926.