The data is definitely sparse in the earlier decades, especially over unpopulated areas and in developing nations, due to the lack of regularly recorded weather observations (sensors, balloons, etc.). Especially since weather satellites started collecting global data, coverage has been better though. And weather observing stations have proliferated since too.

Totally agree that it would be cool to see when and where the weather observations are that are informing the climate model. A quick search didn't turn up this dataset, but it may be somewhere. I'll see if I can find this data.