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The phrase "stay woke" was used in a 1938 recording by Black folk singer Huddie Ledbetter, better known as “Lead Belly”.

https://en.wikipedia.org/wiki/Lead_Belly 

 

The word "woke" is broadly used to describe a state of being "aware of and actively attentive to important facts and issues especially of racial and social injustice" according to the Merriam-Webster dictionary. While it originated from African American Vernacular English in the early part of the 20th century, the term has become a common part of American slang. 

Its usage has evolved and grown so much that conservatives now use it as a pejorative to refer to progressives or left-leaning liberals. 

The phrase "stay woke" has long been used in Black communities to indicate staying alert to others' deception--especially law enforcement--as a survival mechanism, but in 2014 "stay woke" became common usage among Black Lives Matter activists after the police killing of Michael Brown, bringing it into the wider lexicon.

Radio host Lana Quest wrote that the first documented usage of the term was by Black folk singer Lead Belly when he was talking about his 1938 song "Scottsboro Boys." According to Quest, the song referred to "nine Black teens falsely accused of raping two white women in 1931, who were sentenced to death. NAACP forced repeated retrials. They were finally freed but never recovered."

Lead Belly does indeed use these words when discussing the song, as heard in an archival recording from the Smithsonian Museum. A free version of the recording is available on YouTube, and he can be heard using the phrase at the 4:30 mark:  https://www.youtube.com/watch?v=VrXfkPViFIE

The song refers to the real-life incident in 1931 involving nine Black teens who were wrongfully convicted for raping two white women. The case is considered to be one of the first prominent examples of how the U.S. justice system treated Black people, and was said to have inspired Harper Lee who went on to write "To Kill a Mockingbird."  

You can hear Lead Belly with his twelve-string guitar, singing “Rock Island Line”, “Goodnight Irene”, “Midnight Special”, “Take this Hammer” and “House of the Rising Sun” on YouTube.