President Truman’s Monday, January 6th, 1947 speech to a joint session of Congress was the first televised State of the Union Address. It was broadcast by five stations on the East Coast: WNBT, WABD and WCBS-TV in New York City, WPTZ in Philadelphia and WTGG in Washington, D.C. Only three days earlier on Friday, January 3rd the same stations had televised for the first time the opening session of Congress, specifically portions of the ceremonies opening the House of Representatives (at the time, the Senate was not wired for television).
The following day, The New York Times reported that “clearly visible were the President’s smile when he commented on the House’s revised seating arrangements in the wake of the Republican election victory and his turning of the pages of the prepared text of his speech” .
A lengthy report on the broadcast was published in the January 13th edition of Broadcasting*Telecasting, written by associate editor Bill Bailey. He discussed the details television viewers were privy to:
Throughout the President’s speech, the cameras shifted from a closeup of Mr. Truman, to various spots in the House chamber. Here and there sedate Senators and Representatives tugged at ears, shifted positions. Some picked noses. One member held in his lap what appeared to be a comic book. It may have been a pictorial publication.
As the cameras scanned the chamber again, Sen. Robert A. Taft (R-Ohio) was seen toying with his fingers. Two other members of Congress nearby twiddled their thumbs. Facial expressions were something to behold. 
Bill Henry of CBS provided commentary for the broadcast, which ran from about 1-2PM.
Unfortunately, the address was delivered about nine months prior to the introduction of the kinescope in September 1947, meaning the live broadcast was not recorded. Newsreel footage does exist, however, as does audio of the speech.