What was the first movie that had a mecha or armored suit with a HUD like the one in Iron Man's suit?
Fighter pilots first used HUDs in the 1950's to display altitude, speed and targeting systems on the front of the cockpit canopy. So, it'd be difficult to imagine any film before that time period would have any kind of HUD. Not only was it not a widely known technology, but the special effects would have been impractical and costly.
The first movie I can think of that used HUD was The Terminator (1984). If anyone can think of one earlier, I'll be glad to delete my answer.