In 1941, a man named Walter S. Adams published a paper called "Some results with the Coudé spectrograph of the Mount Wilson Observatory."
In this paper, Adams notes that he has detected Cyanide (CN) in space. The data is a bit complicated, but just for flavor, here is one of the plots from the paper:
Note that the red lines are mine. I've added them to mark the part of the data that Adams is talking about. He points out that these two bumps in the data indicate that he seems to be seeing Cyanide in space.
In fact, in order to see these bumps in the data, there must be some radiation "exciting" the cyanide molecules. In Molecular Spectra and Molecular Structure I. Spectra of Diatomic Molecules, Herzberg writes "From the intensity ratio of the lines with K=0 and K=1 a rotational temperature of 2.3° K follows which has, of course only a very restricted meaning."
It seems that these two found it interesting that there was Cyanide in the interstellar medium, but didn't think much abouth the radiation which was allowing us to see this. In fact, this radiation is the Microwave Background, the remnant light from the Big Bang. But the Big Bang theory didn't exist at this point, so it was a bit difficult to make the connection.
[I learned about this story from a talk by Ned Wright, which has some other history of the microwave background, though you probably have to have some experience in the field to put it in perspective without explanation.]