Irregular Webcomic! #4328

Robert Stephenson of course built the breakthrough steam locomotive known as Rocket, in 1829.

Rocket was not the first steam locomotive. Earlier experimenters built prototypes and models beginning from 1784, with the first full-scale working locomotive being the Coalbrookdale Locomotive in 1802. Stephenson himself built several locomotives before his breakthrough Rocket. The significance of Rocket was that it included several design improvements and innovation that Stephenson developed, allowing it to produce more power with greater efficiency and a smaller engine weight, thus leading to the practicality of using locomotives to haul passenger cars.

EDIT: Dr Rudi Newman, Transport Historian (who we've heard from previously on railway-related comics) writes:

As I know you are keen on accuracy in your annotations, I hope you don't mind a couple of brief comments.

Robert Stephenson did indeed develop Rocket in 1829 for the Rainhill Trials, the replica of which I have had the pleasure of driving. She's a little beauty! Many people incorrectly credit his father George, so I am glad to see the proper dues.

Regarding earlier engines, while many were developed early on as noted they were all road vehicles—not 'locomotives' per se—until Richard Trevithick in 1802 as you note. However, his Coalbrookdale design of 1802 was largely theoretical, with no evidence that it was actually built. It was his Pen-y-Darren engine of 1804 that was the first definite locomotive constructed, and the first to haul a train.

Returning to Stephenson, most of the early pre-Rocket Stephenson engines were actually the work of George rather than Robert (notably Locomotion No. 1), Robert instead being largely in charge of the family loco works. His main solo designs were in essence from Rocket onwards, notably the Northumbrian and Planet types. As for Rocket herself, she was indeed innovative with more power and greater efficiency, but strictly speaking these were largely innovations that Robert added rather than actually developing himself. For example, in the case of the multi-tubular boiler it was recommended to him by Henry Booth of the Liverpool & Manchester Railway Company, who had previously heard of it from other steam developers such as Marc Seguin.

As for the smaller engine weight, while Rocket was lighter compared to some earlier engines especially when considering power output, the overall weight reduction generally in steam engines was more a case of Trevithick again with the use of high-pressure steam over earlier low pressure/atmospheric systems, so massively reducing engine size. Nonetheless, as you say it was Rocket at Rainhill which did much to prove the feasibility of the technology, both from the engineering stance and as a commercial business, thereby leading to innumerable world changes.