Yes, he first appeared in Tales to Astonish 27 in the story "The Man in the Ant-Hill". Basically, Henry Pym was an inventor/scientist always ridiculed by other scientists for dreaming up stuff that never worked. Until he invented a serum that was supposed to reduce anything to a small size - eliminating shipping costs, army transportation costs (this is the cold war, remember) and other useful stuff. Being a good scientist, he tested the serum on the first living object - being HIMSELF of course. Somehow, he stumbled through his own out door, while ant-sized... having left the anti-dote to his REDUCING SERUM ON THE WINDOW LEDGE. Then, he was attacked by ants, and escaped INTO THE ANT HILL. Luckily, he was saved by the one good-natured ant, who heroically fought off the other ants and helped Pym up to the window and the anti-dote. After returning to his normal size, he decided the serum was too dangerous for ANY HUMAN to use again, and DESTROYED THEM.
Based on his first appearance, I have to say that Henry Pym have to be the poster boy for scientists who don't think things through.