[1] The origins of the Colloquium Lectures date back to the 1893 International Congress of Mathematics, held in connection with the Chicago World's Fair, where the German mathematician Felix Klein gave the opening address.
[2] After the Congress, Klein was invited by one of its organiser, his former student Henry Seely White, to deliver a two-week-long series of lectures at Northwestern University in Evanston.
[3] In February 1896, White proposed in a letter to Thomas Fiske to repeat the experience of the Evanston lectures, by organising a series of longer talks "for increasing the utility of the American Mathematical Society".
[4][1] The two of them, together with E. H. Moore, William Osgood, Frank Cole, Alexander Ziwet, and Frank Morley, wrote later an open letter to the AMS, asking the society to sponsor an annual week-long series of Colloquium lectures focussing on a specific mathematical area, in order to complement the traditional shorter talks.
[1] The first official Colloquium Lectures were held in September 1896, after the AMS Summer Meetings in Buffalo, New York, and consisted of two independent series of lectures given by James Pierpont and Maxime Bôcher.