In an interview aboard the S.S. Arizona as she lay at quarantine in New York harbor on the evening of January 2, 1882.
The Sun (New York) Vol. XLIX.--No. 125
Tuesday, January 3, 1882
This appears to be the first direct quote of Wilde's "disappointment". Other newspapers either repeat the quote in later editions, or report the theme from interviews with fellow passengers to whom Wilde had expressed a similar sentiment during the journey.
"What is aestheticism, Mr. Wilde?" Laughing again he replied: Aestheticism is the science of the beautiful. It is a search for the secret of life. By the by, do you know, I was very much disappointed in the Atlantic Ocean. It was very tame. I expected to have it roar about and be beautiful in its storms. I was disappointed in it."
Wilde's ship, the SS Arizona arrived too late on January 2, 1882 to clear quarantine and so had to lay up overnight in the harbor.
Such was the anticipation for Wilde's arrival that several journalists chartered a launch and endured cold and wet conditions to clamber aboard the Arizona to meet him, or anyone else who might have spoken to him.
Interviews such as this one reported various aspects of Wilde's appearance and views, but the headlines focused on a remark he made about being disappointed in the Atlantic Ocean.
In expressing this it is possible that Wilde was being genuine, albeit precociously poetic. This idea was given some credence years later when his manager W.F. Morse wrote (see below) that Wilde's words had been distorted "in a way intended to provoke ridicule". But Morse might still have been missing what the press at the time could also not appreciate: that, as a self-styled apostle of the Aesthetic Movement, Wilde was probably being deliberately provocative. This is borne out by his repeating the sentiment a month later when expressing disappointment with Niagara Falls, and by the pose he continually adopted for interviews.
With hindsight we can discern Wilde's agenda of achieving fame even if it meant notoriety (see also Fame and Obscurity). In this he was decades ahead of his time in manipulating the media for self-promotion. The Victorian press, however, were oblivious and interpreted his remarks with new world pragmatism and ridicule that soon gained currency in New York and beyond.
In London the Pall Mall Gazette carried a poem entitled 'The Disappointed Deep'; and Henry Labouchère's periodical Truth printed a letter from The Atlantic Ocean expressing disappointment in Oscar Wilde!
Upon his return to Britain Wilde, perhaps employing the metonymy of alluding to himself, is reported to have concluded that the Atlantic had been greatly misunderstood.
© John Cooper
The Writings of Oscar Wilde - Uniform Edition, 1907
Chapter IV “American Lectures” by W.F. Morse.