I don't know if this helps any, but I found this in the NHL Rule Changes section at NHL Archives
1925-26: Team captains only players allowed to talk to referees
http://www.lcshockey.com/archive/league/rulechange.asp
I would presume that if they weren't already wearing the Captain's "C" before that, then they would have started wearing them at the start of the 1925-26 season so it would be easy to identify which player could talk to the referee.
I will keep looking.