Western philosophy begins with the ancient Greeks. While Socrates is the best known of the earliest philosophers, followed by his student Plato, and then Aristotle. There are fragments of other philosophers, known as the Pre-Socratics.
Western philosophy traces its roots to the 6th century BCE. The earliest philosophers came from the Miletus, and included Thales, the father of Greek philosophy, Anaximander, who first wrote philosophy, and Anaximenes. Other Pre-Socratics include Pythagoras, Heraclitus of Ephesus, Xenophanes of Colophon, and Diogenes of Appollonia.
The most famous of the ancient philosophers were, of course, Socrates, Plato, and Aristotle. The Romans took up the philosophic tradition, and several important schools, including stoicism, were promulgated by Seneca, Epictetus, Cicero, and Marcus Aurelius.
During the Middle Ages, western philosophy was intertwined with Christianity. St. Thomas Aquinas is perhaps the most well known medieval philosopher. With the Enlightenment, western philosophy became torn between religion and reason. David Hume, for example, was one of the first philosophers to reject the idea of God.