Sports have been a part of society for as long as we’ve been keeping track. Ancient texts have the Olympic games starting as early as the year 175, with Greek mythology dating them far before then. Look at the Coliseum in Rome: a huge venue for fans to watch games being played — however questionable the morals of those games are.
Another fun thought: the word ‘fan’ is actually short for ‘fanatic,’ defined as a person with an obsessive interest in and enthusiasm for something, especially an activity. Obsessive enthusiasm makes for some pretty fun clients. So since sports are a (high revenue) business, and some very intelligent people exist to make money off of obsessive enthusiastic people, fantasy sports (among other things) came to life.