The game of kings has a long and controversial history. It's been said to have been played by Aristotle, and biblical figures like Japhet, son of Noah, Shem, Solomon, and even Adam himself, after the murder of Abel.
One myth places its origin in a clever mathematician from India, another idea argues an Irish origin (see the ninth provision of this will). A traditional explanation argues that chess was born after gambling was banned in India, turning Chaturanga from a game of chance into one of skill.
The short story, though, is that nobody knows.
And here is the most fascinating chess story. The Lewis Chessmen:
From Kent at Dock of the Bay.