From the dawn of time man has add a single true companion. A being so faithful that it has never left our side... Sudoku.
The earliest known evidence for the playing of Sudoku comes from the Lascaux caves in France. Over 30 000 years ago early modern humans were drawing and working out simple 4x4 sudoku. These primitive sudoku were probably used in some kind of shamanist ritual, the details of which are lost in prehistory.
It's another 24 000 years before evidence for sudoku can be found in ancient Egyptian tombs. These early mummifications were often wrapped in completed sudoku, probably filled in by members of the dead person's family. Glossy papyrus puzzle books would also sometimes be left in the tombs to entertain the Egyptian when they were reborn in the afterlife.
By this point sudoku's had developed to an 8x8 matrix using 4 boxes down and 2 across. These simple sudoku only had 8 possible values which made it easier for the Egyptians computers to calculate the puzzles. Remember that back in 3500BC computers were not very powerful, maybe only as quick as a modern calculator!
The first known evidence for 9x9 sudoku comes from Roman temples built around 70BC. It seems likely that with Rome's large empire they eventually reached far enough East to encounter sudoku. Whether the Roman's developed 9x9 puzzles, or these were developed in the Near East is not known. But one thing is for certain, as soon as sudoku spread on to the internet, they reached every corner of Rome's empire.