Originally Posted by Aquillion
Technically, they actually started as modified wargames (the big idea that Gary Gygax had was to make a wargame where each player controlled only one character, originally. You can see this in D&D's emphasis on graph paper, miniatures, and so on -- those things weren't added to make the RPG easier to play; the RPG was built around them!)
Technicaly the first RPG system was Dave Arneson's - they got together and made D&D after that. The idea itself might be at least partially credited to David Wesley. An interesting article on the beginnings of RPG can be found here
An interesting detail: the very first gamer won mostly through roleplaying and thinking outside the box.