What is the earliest known story using a literary MacGuffin as a primary device to visit worlds?

I think we can take this much further back.

Jack and the Beanstalk (1734)

As everyone knows, the magic beans grew a beanstalk which allowed Jack to visit the magical land inhabited by the giant.

The first collected version is apparently 1734, but it's quite possible that it's older.

"To Venus in Five Seconds" by Fred T. Jane (1897) Wikipedia link Published by A. D. Innes, London, UK.

Full text available from Internet Archive US

A satirical scientific romance. (Full novel)

Page 21.

We went out into the garden for me to have a cigarette [...]

the only thing noticeable about it was a queer kind of summer-house down at the end, against a low wall, over which some of a neighbour's washing was visible in the sunset.

They enter the summerhouse.

They kiss: "Osculatory exercises are better performed in private."

Page 24.

She reached over to the machinery and began to move it about, while I struck a match to see where I was, for it was very dark inside and I began to feel dizzy in the blackness.

She was still fooling about with the machinery, and somehow a horrible idea came into my head that she might be mad and going to asphyxiate the both of us. I asked her to open the door.

Page 25.

“In one moment we shall be there,” said she, “Enjoy yourself while there is time.”

“I say,” I stuttered, “won't your landlady think it funny your being shut in here with me?” She laughed then, positively laughed. “We have done with the landlady. She is millions of miles away ! We are now floating in the atmosphere of the planet you call Venus !”

And they were.

The device itself.

The device itself has no name and is referred to by little more than the simple description above ("the machinery") in the novel (another passage refers to it being "electric"). It's later referred to by sci-fi historians and such as "teleportation device" and "matter transmitter".

The earliest I've found (credit to technovelgy.com), is "The Gate to Xoran" first published in Astounding, January 1931.

Gordon's obvious bewilderment seemed to amuse the bluish-gray monstrosity. "May I introduce myself?" he asked with a mocking note in his metallic voice. "I am Arlok of Xoran. I am an explorer of Space, and more particularly an Opener of Gates. My home is upon Xoran. which is one of the eleven major planets that circle about the giant blue-white sun that your astronomers call Rigel. I am here to open the Gate between your world and mine."

Gordon reached a reassurinag hand over to Leah. All memory of their quarrel was obliterated in the face of their present peril. He felt her slender fingers twine firmly with his. The warm contact gave them both new courage.

"We of Xoran need your planet and intend to take possession of it," Arlok continued, "but the vast distance which separates Rigel from your solar system makes it impracticable to transport any considerable number of our people here in space-cars for, though our space-cars travel with practically the speed of light, it requires ever five hundred and forty years for them to cross that great void. So I was sent as a lone pioneer to your Earth to do the work necessary here in order to open the Gate that will enable Xoran to cross the barrier in less than a minute of your time."

The Man Without a Body, Edward Page Mitchell (1877) Author's Wikipedia page.

Full text available Gutenberg Australia.

Short story, arguably satire.

"Well, then, following out this line of thought, I conceived a great idea. There was no reason why matter could not be telegraphed, or, to be etymologically accurate, 'telepomped.' It was only necessary to effect at one end of the line the disintegration of the molecules into atoms and to convey the vibrations of the chemical dissolution by electricity to the other pole, where a corresponding reconstruction could be effected from other atoms.

The device itself - a "telepomp", first living passenger, a cat:

"But in practice--how did the Telepomp work?"

"To perfection! In my rooms on joy Street, in Boston, I had about five miles of wire. I had no difficulty in sending simple compounds, such as quartz, starch, and water, from one room to another over this five- mile coil. I shall never forget the joy with which I disintegrated a three-cent postage stamp in one room and found it immediately reproduced at the receiving instrument in another. This success with inorganic matter emboldened me to attempt the same thing with a living organism. I caught a cat--a black and yellow cat--and I submitted him to a terrible current from my two-hundred-cup battery. The cat disappeared in a twinkling. I hastened to the next room and, to my immense satisfaction, found Thomas there, alive and purring, although somewhat astonished. It worked like a charm."

Second and final passenger, the inventor:

I resolved to try the experiment on myself.

"I do not like to dwell upon this chapter of my experience,"

Without adding needless spoilers, the experiment yielded unwanted results. You can guess much from the title.

As clarified in the OP:

I'm asking for any literary MacGuffin used as the primary method to justify setting a story in another off-Earth location.

The MacGuffin is not required to be fixed to a planet, but it is required to be the primary mode of transportation for the story.

I am looking for intentional fiction. People may consider (e.g.) the Bible to be fiction today, but it wasn't considered fiction when it was written.

By these criteria,

Dante's Inferno

qualifies as intentional fiction. Certainly more philosophical tale than modern SF, however it is definitely not "theological non-fiction". The requested MacGuffin is the gate to Hell. It is apparently open to the public, however it is clear that the living can find it only by special grace and supernatural guidance, in the bodily form of the poet Virgil. The off-Earth location which extends beyond the gate has sinners from all times collected together, tastefully categorized by sin and tortured accordingly before the eyes of the author, for his moral benefit. Circulated in manuscript form early 14th C (1310-20, say), first printed edition 1472 according to WP.

Older, undisputed science-fiction is

Lucian's True Story
where the protagonists, sailing on the Ocean, are caught in a whirlwind which lands them on the Moon. The rest of their voyage does not even bother to specify a transportation MacGuffin. The tone is very Pratchettian, with the difference that the author was less specific about the geography or even the topology of his world. Written 2nd half of 2nd C. CE, widely circulated in the following C.

Even older is Dante's model for his own katabasis:
Book 6 of Virgil's Aeneid.
Here the magic portal is a dark and stuffy tunnel leading from the Sybil's lair to the Vestibule of Orcus, a sort of haunted attraction on the bank of the Styx, which would make you turn back in horror if you were not guided by the Sybil. You can only cross by showing your credentials to Charon: the requisite MacGuffin, in the form of a golden bough plucked from a sacred grove, which you'd only look for on the advice of the Sybil and only find with the help of Venus' doves. Beyond is the land of the dead, where you can chat with your daddy's soul. The whole pantomime is of Virgil's own devising, from the psychopomp Sybil to the magic skip-the-line bough. First recitations late 1st C. BCE, first manuscript edition sponsored by Augustus (d. 14 CE) shortly after Virgil's death (19 BCE), in contradiction to the wishes expressed in his will.

"A Voyage to Arcturus" was published in 1920. 'The three [protagonists] travel to an abandoned observatory at Starkness in Scotland, where there is a tower which has Tormance's heavy gravity; climbing it is difficult. Maskull learns he will not return from the voyage. They set off in a "torpedo of crystal" from the top of the tower, propelled by Arcturian "back rays".' -- wikipedia As I recall, and I have not read the book in many years, the portal has been created by some weird science/magic by Krag, one of the travelers. Although described in physical terms as a "torpedo of crystal" it is actually a portal because it does not travel with them.

I don't know.

I suspect there might be pulp science fiction stories or literary fantasy novels with mystical or scientific portals published years or decades before "The Gate to Xoran" first published in Astounding, January 1931, in DavidW's answer. Possibly the compliers of Technovelgy overlocked some.

But I had a dim memory of reading about a much earlier story with a portal to another world, so I looked up a synopsis of The Description of a New World, Called the Blazing-World (1666) by Margaret Cavendish, Duchess of Newcastle upon Tyne.

This plot synopsis:

In the novel, a woman from the Kingdom of ESFI (a combined version of the kingdoms of England, Scotland, France, and Ireland) is kidnapped by a spurned lover. The angry gods blow the boat transporting them to the North Pole, where its crew dies. The woman is the lone survivor, and she finds a portal into a parallel world. It is inhabited by human–animal hybrids who mistake her for a goddess and choose her as their new empress. She creates a new religion and decides to write down her own version of the Kabbalah.

Source: Wikipedia | The Blazing World

Another synopsis of the first section does not mention a portal

The gods, unsatisfied by the kidnapping, blow the boat to the North Pole, where all of the crew except the young woman die of hypothermia. The ship floats into a parallel world populated by talking animal-human hybrids, the "Blazing World".

Source: Wikipedia | The Blazing World story summary

A synopsis in Project Gutenberg says:

"The Description of a New World, Called the Blazing-World" by Margaret Cavendish is a work of prose fiction published in 1666. A young woman is kidnapped and swept to the North Pole, where she discovers a portal to a parallel world inhabited by human-animal hybrids. Mistaken for a goddess, she becomes empress of this strange realm, imposing new religions and philosophies. When war threatens her homeland, she returns with fantastical technologies to restore order, blurring the lines between conquest, creation, and utopian imagination. (This is an automatically generated summary.)

Source: Project Gutenberg | The Description of a New World, Called the Blazing-World by Newcastle

The Blazing World by Margaret Cavendish (1666): A story about a woman who travels through a portal to a new world populated by various sentient creatures. This work is considered a very early example of the sci-fi genre, predating Frankenstein by over 150 years.

Source: Retro Rockets | The Blazing World by Margaret Cavendish (1666)

If there is what can be described as a portal in The Blazing World 1666 it would be the first example, until and unless someone finds one in an Arabian Nights story, or a medieval romance, or some classical story.