Roger Nicole was certainly not the first to say this. The quote can be traced to two 17th-century English authors, Thomas Manton and Nathaniel Culverwell.
Culverwell's version of the quote appears in his 1652 work, published one year after his death, An Elegant and Learned Discourse of the Light of Nature. He writes that Augustine's attack on Pelagianism led it to "cover its nakedness" and "dress itself more handsomly in Arminianism":
This spreading error leavened the great lump, and generality of the world, as the profound Bradwardine sighs, and complains, "Totus pene mundus post Pelagium abiit in errorem": for all men are born Pelagians; Nature is predominant in them: it has took possession of them, and will not easily subordinate itself to a superior Principle.1 [script and spelling modernized]
Thomas Manton's commentary on Jude was published a few years later, in 1658. He writes:
We have all a heretic in our bosoms, and are by nature prepared to drink in all kinds of errors and lies [...] We are born Pelagians, and Libertines, and Papists.2
He provides an interesting citation, however, that allows us to push the origin of the quote back several more years. He cites Friedrich Spanheim as his source, who said in Latin:
Pelagiani omnes nascimur et cum supercilio pharisaico.
The first three words of this translate to our phrase: "We are all born Pelagians." The location of this quote in Spanheim's works has so far eluded me, but he died in 1649, and his main theological works were published in the 1630s and 1640s.
We can thus trace the quote in English to Nathaniel Culverwell's use of it in 1652. Its Latin equivalent predates it by at least several years, in the writings of Friedrich Spanheim.
References and Notes:
- An Elegant and Learned Discourse of the Light of Nature, pages 165–66. Culverwell's quote of Bradwardine comes from the preface of De causa Dei contra Pelagium and can be translated, "Almost the whole world went into error after Pelagius."
- An Exposition, with Notes, upon the Epistle of Jude, in The Complete Works of Thomas Manton, Volume 5, page 114.