I'm looking into the history of malware. When was malicious software fist called malware? I think that malicious software is called "computer virus".
If you read through the wikipedia page on malware, you will learn that the computing security industry and security researcher adopt the evolved term in the beginning of the Internet boom. The financial incentive trigger a boom of innovative malicious software beyond "virus/worm" term.
You can do your own research on Virus bulletin website to check out the emerge of the term over time.
@Mohammad's answer gives the date when the word malware sprang into use.
I want to give a different perspective: In the beginning, there were only computer virusses and no other types of malware. Than worms, trojan horses and other types of evil software emerged on the scene, and a unifying covering term for all the different types was needed. Malware won the competition for this unifying term.