This was a really good question, and sent me on a research-spree.
You really start seeing the artistic trope of the Skeleton as a personification of Death in the late 14th – early 15th century. Y’know, plague and all.
I have found him carrying a scythe-like instrument (though here being used as an axe) in the mid-17th century
It appears it may have roots in the Breton-Celtic legend of the Ankou – a robed skeletal figure which sees in all directions, and wheels a wagon with a creaking axle on which he heaps the souls of the deceased in order to carry them to the afterlife.
The OED lists the first use of the term Grim Reaper is 1847, though earlier mentions of Great Reaper, or simply Reaper, date back to the mid-17th century.