Below is a page from my 19th Century Carriages & Wagons Resource Guide for Writers Book. If you're interested in purchasing the book click the title for a link.
DESCRIPTION: A light two-wheeled carriage for a single person, drawn by one horse, used as a pleasure-carriage and for trials of speed between trotting-horses.
Defined by The Imperial Dictionary ©1883
Wooden wheels with iron rims built wide to travel over most roads in the earlier days. Built on elipticle springs. When racing became the primary use for the sulky then it had thinner wheels.
NUMBER OF PASSENGERS: 1
YEARS BUILT AND/OR IN SERVICE: This has been hard to tie down.
Online entomology dictionary has 1756
They aren't listed in the tax roles I found for 1800. But I did find them in the tax 1813 tax laws for PA.
The racing sulky industry reports they were first built in the mid-1800's.
What this means is they were probably in Europe before the United States and we know they were here before 1820 because they were taxed.
LOCATION & ORIGIN OF DESIGN: America
PRINCIPLE REGION(S) OF USE: Country and City
POWERED BY: 1 horse or colt.
Today they also use dogs for racing sulkies.
WHERE DRIVER & PASSENGERS SAT: On the single seat
COSTS: 1834 cost $70-$80
An old saying:
A bachelor is a person who enjoys everything and pays for nothing; a married man is one that pays for everything and enjoys nothing. The one drives a sulky through life, and is not expected to take care of any one but himself: the other keeps a carriage, which is always too full to afford him a comfortable spot. Be cautious then how you exchange your sulky for a carriage.
Etiquette for Gentlemen ©1847
HOW TO HITCH A HORSE IN A SULKY
Lead him to and around it; let him look at it, touch it with his nose, and stand by it till he does not care for it; then pull the shafts a little to the left, and stand your horse in front of the off wheel. Let some one stand on the right side of the horse, and hold him by the bit, while you stand on the left side, facing the sulky. This will keep him straight. Run your left hand back, and let it rest on his hip, and lay hold of the shafts with your right, bringing them up very gently to the left hand, which still remains stationary. Do not let anything but your arm touch his back, and as soon as you have the shafts square over him, let the person on the opposite side take hold of one of them, and lower them very gently to the shaft-bearers. Be very slow and deliberate about hitching; the longer time you take the better, as a general thing. When you have the shafts placed, shake them slightly, so that he will feel them against each side. As soon as he will bear them without scaring, fasten your braces, etc, and start him along very slowly. Let one man lead the horse, to keep him gentle, while the other gradually works back with the lines till he can get behind and drive him. After you have driven him in this way a short distance, you can get into the sulky, and all will go right. It is very important to have your horse go gently when you first hitch him. After you have walked him awhile, there is not half so much danger of his scaling. Men do very wrong to jump up behind a horse to drive him as soon as they have him hitched. There are too many things for him to comprehend all at once. The shafts, the lines, the harness, and the rattling of the Bulky, all tend to scare him, and he must be made familiar with them by degrees. If your horse is very wild, I would advise you to put up one foot the first time you drive him.
The Modern art of taming Horses ©1858