Who did it first and why? Why do we think they decided to try smoking not cooking? I realise this sounds like conjecture, but I assume it can be determined based on what we know of the evolution of cooking practices.
I can't speak to the historicity of the process, but I can tell you as someone who smokes, cures, salts, and dries meats, there's a big difference between all of them.
Cooking a piece of meat just cooks it, but doesn't preserve it. It will still go bad in a few days without refrigeration. Whereas dessicating a piece of meat (removing all the moisture) via drying, curing, or smoking will preserve meat for a very long time. Months, or even years if stored properly. There's a huge advantage to having a large store of preserved food, especially for people hunting large game, or dealing with a single season of available meat (like migratory game or fish).