Being a curious person, I’ve always wondered where and how make-up began, so I decided to do a little research.
Most of the websites I’ve visited have the same findings. Here are those findings in short:

Make-up dates back to the 1st Century Egyptians. They were not, necessarily, the first to use make-up but they were definitely one of the firsts to record their use of it. Egyptians used kohl around their eyes because it was believed it would ward off evil spirits and improve eyesight.
Furthermore, the 1st Century showed the Romans using kohl for eye make-up and chalk as a skin whitener.
By the Middle Ages, pale skin was even more popular; it signified wealth. Tanned/dark skin meant you lived a life of labor, while lighter skin meant you lived a life of leisure.
In the 13th Century, pink was added to the face. Only the wealthy wore it, because it was unaffordable to the masses. Pink make-up signified wealth, as well.
This pale skin phenomenon continued into the Italian Renaissance but by the Elizabethan Age, make-up signified poor health because heavy make-up was used to hide illness and disease.
Circa the Victorian Era, make-up was associated with prostitutes and actresses. The modern woman would pinch her cheeks, to give her face some color. Queen Elizabeth deemed it sinful and improper to wear make-up thus, it was only acceptable for actors/actresses to wear it.
The French brought the fun and life back into make-up by adding red lips and cheeks, in the 18th Century.
Throughout the ages, make-up wasn’t regulated. Ingredients like white lead (to lighten face), mecury, and copper were used in make-up products which led to blindness, and possible death.
It wasn’t until the 1930’s that make-up was available for all classes of women thus, starting a whole new revolution.

Websites I used for research: Make-Up Artist World,Wikipedia