This contribution attempts to reconstruct the precise history of the discovery of one of astronomy's long-lasting enigmas, the so-called diffuse interstellar bands (DIBs). While systematic research into the DIBs was initiated by Merrill in 1936, the first pointers to abnormal features in the spectra of distant stars were published some 15 years earlier by Mary Lea Heger, who researched them at Lick Observatory while a student. We have examined Heger's observing notebooks from her doctoral work in 1919–1920. We have also digitized her 1919 photographic plates, and compared the spectra that she measured with modern ones. Our conclusion is that Heger was indeed the first to observe and draw attention to the two absorption features at 5780 Å and 5797 Å that subsequently came to be recognized as DIBs, thereby initiating a substantial field of research that now embraces several hundred such features, all of whose provenance is unsolved even to this day.