Since until the very late 1800's everyone skated on natural (pond) ice, I doubt there were any 'freestyle' sessions until the development of artificial ice since pond ice always appears to be publicly accessible. I think the first artificial ice was in London in the 1890's. It was pretty clear that the ice was reserved for what we would call publics and some skating demonstrations or shows. (no not our kind of shows). The first Worlds was in 1896 in St Petersburg. So we're looking at a rink with artificial ice (not a pond with natural ice) open in Europe sometime in the last decade of the 19th century. Since worlds had both figures and freestyle, one of those rinks probably set up reserved ice for competitors to practice. Since the skating star of the era was Gerhard Fuchs, we're probably looking in Germany, probably Berlin.