The use of the imagery of the Great Eye around Sauron emerged primarily after the Downfall of Númenor. Sauron was in Númenor when it was destroyed, and was forced to form himself a new body, '...an image of malice and hatred made visible; and the Eye of Sauron the Terrible few could endure.' (Akallbêth). This seems to imply that the symbolism of the Great Eye reflected Sauron's new form.
Though the Great Eye therefore seems to date to the Downfall at the close of the Second Age, there's an earlier reference that implies that Sauron had always had eyes that induced terror. In the Silmarillion, there's an account of Sauron, long before he became a Dark Lord in his own right, questioning the traitor Gorlim. In that encounter Sauron was said to have a 'dreadful presence', and that Gorlim was 'daunted by the eyes of Sauron' (Quenta Silmarillion 19, Of Beren and Lúthien). So, even during the First Age, though he was not yet represented by the Great Eye, the dreadful force of Sauron's gaze was still worthy of special note.
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