Does anyone know how, who and when did philosophy start? I have researched the internet and there is no valuable info there. Thanks!

It is sometimes said to be Thales. Look up the Pre-Socratics (Empedocles, Anaximander, Anexagoras, Parmenides, Heraclitus, et.al.). You'll find something on-line about any of these (although the web isn't very good for philosophy. You're better off trying a library. Find a history of ancient Greek philosophy--there's a pretty good one by Terence Irwin (I forget the title).