In what Tolkien book does Sting make its first appearance?
Sting (Middle-earth)
In The Hobbit (1937), hobbit Bilbo Baggins finds the blade in a troll-hoard, along with the swords Glamdring and Orcrist. Although it is only a dagger by the standard of Men or Elves, it serves as a sword for the diminutive Bilbo. He uses it to fight off the giant spiders in Mirkwood, and names the blade after the talking spiders refer to it as his "sting". Gollum is afraid of Sting, which aids Bilbo in his confrontation with Gollum under the Misty Mountains. Bilbo gives Sting to his nephew Frodo Baggins in The Fellowship of the Ring (1954). When Frodo is betrayed at the pass of Cirith Ungol, Samwise Gamgee takes the blade to prevent it from falling into enemy hands, but later returns it to Frodo. In The Return of the King (1955), Frodo gives Sting and all of his other possessions to Sam before Frodo departs for the Undying Lands.
Watcher in the Water
The "Watcher in the Water", or 'the Watcher' for short, is the only name Tolkien gave to this creature in "The Lord of the Rings", and in any of his writings.
An early version of the Fellowship's encounter with the Watcher is found in "The Return of the Shadow", part of "The History of Middle-earth" series, wherein the textual development of Tolkien's Middle-earth-related fantasy is discussed and analyzed by his son and literary executor, Christopher Tolkien. This particular volume focuses upon "The Lord of the Rings".