Written records of deliberate progressive weight training are found in Ancient Greece, although one could assume that the act of seeing how much weight one can pick up off the ground and press overhead goes back further into humanity's past as another display of dominance or alpha-male behaviour.
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I think weight lifting first came from the Olympics. Weight lifting is a sport which contestants attempt an utmost mass single lift of a barbell loaded with weight plates. It tests the limit of the participant's strength and ballistic limits with smaller weights. It also executes quicker and with more mobility.
Weight lifting came from the Olympics. It started there as having participants from different countries. By letting the audience see that they can prove to them that they can lift the barbell with metal plates as heavy as it can.
No one knows for sure. Athletes have been deliberately training with weights at least since about 500 B.C. According to legend, Milo used a heifer to do squats-and he got stronger and stronger as the heifer grew heavier and heavier.