One entry in the Urban Dictionary says KK originated as a gaming term, a shortened version of "okay" that adds extra emphasis, as in "okay, okay." The first time I saw KK was on an AOL IM. It doesn't really work for texting (most of us don't write back "okay" when we text) or in Usenet discussions. It could also mean, "okay cool" where the C is replaced with a K. Oddly, the origins are murky: it's widely used, especially in IM, but no one knows exactly why we don't just say K [Editor's note: I and several IM buddies just use "K"].
AFAIK (as far as I know)
One entry on Answers.com guesses that AFAIK originated as an SMS term, which seems to make sense considering it's reducing 16 characters down to six.
Zimmer indicated it appeared much earlier on Usenet -- around 1988.
BTW (by the way)
I remember hearing both BTW and its close cousin FYI during my corporate days in the mid-'90s, but they don't appear to be part of BBS and Usenet lore.
BTW appears in the first Jargon File dating all the way back to 1981.
Zimmer says both BTW and FYI originated long before the computer was even invented. "FYI definitely predates the Digital Age," he says. "The first use noted by the OED is as a title of a radio program in 1941 that explained how the United States is combating sabotage and espionage."
JK (just kidding)
Tween girls say JK to one another in person and online, but it appears to be a recent invention. It's not listed in any of the early jargon dictionaries, and it wasn't common back in the early days of AOL and MSN instant messengers. Now, it's used so often it has become annoying.