The oldest known hair braiding is a figurine of a female from the Paleolithic era estimated to have been made between about 28,000 and 25,000 BC.
Between 27 BC and 102 AD, in Imperial Rome, women wore their hair in complicated styles: a mass of curls on top, or in rows of waves, drawn back into braids.
In modern times, the oldest known written records of braids come from North Africa, although they were depicted in art in both early Greek and Sung Dynasty periods. The "French braid" has been a popular choice. It first appears in an 1871 issue of Arthur's Home Magazine (later named Ladies' Home Magazine and published in America), where it was described in a short fiction article as a new hairstyle ("...do up your hair in that new French braid..."). In the French language, the hairstyle is natively called "tresse africaine"(i.e. "African braid").
So next time you opt for a braid, know you are part of a long style tradition!