It would be kind to accept cell phone or mobile phone but it's not completely accurate. In the case of Crowe it was a landline and in the case of Campbell it was a cell phone. Both are "telephones".
I think the question refers to which character made their first appearance in "A Study in Scarlet," not which character was first mentioned in the book, although it could be interpreted as that. Maybe the question could be rephrased.
It definitely means "what character makes their first appearance," but I do think that Dr. Watson should be an acceptable type-in. He may not be as famous as Holmes, but he's still a very well-known fictional character. Or maybe specify "fictional detective" rather than "character"?