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I'm watching an anime called Mob Psycho 100 (2012) who features a boy who has very powerful psychic powers and he's afraid of losing control over them since when he does he can destroy buildings or anything with them.
I've seen similar ideas to this in other animes / manga/ comics / live action sci fi movies, for example Akira (1982) where IIRC Akira destroys a city, X-men the last stand (2006), where Phoenix/Jean Grey tears an island apart, Looper (2012) where Cid/the Rainmaker tears people apart when he gets angry and is able to levitate people/objects and send massive shockwaves, etc.

Then my question is, which was the first story featuring a psychic being unable to control his own powers and destroying his surroundings with them?

Probably not the first by a long shot, but something to get the ball rolling.

1971: The Lathe of Heaven by Ursula K. Le Guin. A version was published as a two-part serial in Amazing Science Fiction for March and May of 1971 (links to the Internet Archive).

From the Wikipedia summary:

The book is set in Portland, Oregon, in the year 2002. Portland has three million inhabitants and continuous rain. It is deprived enough for the poorer inhabitants to have kwashiorkor, or protein deprivation. The culture is much the same as the 1970s in the United States, though impoverished. There is also a massive war in the Middle East, with Egypt and Israel allied against Iran. Global warming has wrought havoc upon the quality of life everywhere.

George Orr, a draftsman, has long been abusing drugs to prevent himself from having "effective" dreams, which change reality. After having one of these dreams, the new reality is the only reality for everyone else, but George retains memory of the previous reality. Under threat of being placed in an asylum, Orr is forced to undergo "voluntary" psychiatric care for his drug abuse.

George begins attending therapy sessions with an ambitious psychiatrist and sleep researcher named William Haber. Orr claims that he has the power to dream "effectively" and Haber, gradually coming to believe it, seeks to use George's power to change the world. His experiments with a biofeedback/EEG machine, nicknamed the Augmentor, enhance Orr's abilities and produce a series of increasingly intolerable alternative worlds, based on an assortment of utopian (and dystopian) premises:
When Haber directs George to dream a world without racism, the skin of everyone on the planet becomes a uniform light gray.
An attempt to solve the problem of overpopulation proves disastrous when George dreams a devastating plague which wipes out much of humanity and gives the current world a population of one billion rather than seven billion.
George attempts to dream into existence "peace on Earth" – resulting in an alien invasion of the Moon which unites all the nations of Earth against the threat.

Each effective dream gives Haber more wealth and status, until he is effectively ruler of the world. Orr's economic status also improves, but he is unhappy with Haber's meddling and just wants to let things be. Increasingly frightened by Haber's lust for power and delusions of Godhood, Orr seeks out a lawyer named Heather Lelache to represent him against Haber. Heather is present at one therapeutic session, and comes to understand George's situation. He falls in love with Heather, and even marries her in one reality; however, he is unsuccessful in getting out of therapy.

George tells Heather that the "real world" had been destroyed in a nuclear war in April 1998. George dreamed it back into existence as he lay dying in the ruins. He doubts the reality of what now exists, hence his fear of Haber's efforts to improve it.