PN - As far as I am aware the first campaign star ribbon which was approved for wear at the time was that for the Africa Star, the qualifying period for which ran from 10 June 1940 to 12 May 1943. I have a photo of my father in North Africa some time in 1942 sporting this ribbon on his battledress. Next came the 1939-43 Star, which of course was subsequently renamed the 1939-45 Star, and this ribbon was being worn from 1943 onwards, together with that of the Africa Star if applicable. As far as I am aware none of the other campaign ribbons were authorised until after the war, but I stand to be corrected on this. Issue of the stars and medals themselves did not start until 1946 at the earliest - an HMSO pamphlet published in June of that year gave full details of the qualification periods etc for the various awards - and medals continue to be issued to the present day in the case of recipients who can prove that they never received them for various reasons.
One interesting point is that the ribbons were designed by HM King George VI and these generally have some symbolic meaning, eg yellow for the desert sand on the Africa Star etc.