Sometimes I get the urge to do push ups or pull ups that I feel are subconscious. I realize that staying alive was enough of a work out throughout most of history, but, did a Neanderthal ever think, I'm bored I should do some pull ups or go out for a run?
Deliberate exercise is probably a prehistoric invention. It certainly shows up very early in the historical record.
Ancient Egyptian weightlifting with stones and bags (presumably filled with stones or sand) is shown in the tomb of Prince Baghti III and at the Beni Hassan burial site (both from around 2000 BC). A quick google search shows various people claiming much older dates for ancient Chinese weightlifting, but I can't find anyone who provides specifics.