For example, as Napoleon conquered half of Europe, did he or anyone at that time discuss the fact that these events would enter the annals of history? If so, how far back can we go to see the same trend? Would thinkers contemporaneous with Alexander the Great have regarded his conquests as likely historically significant?
Essentially, what I'm asking is: for how long have entities - be them individuals, groups of people, businesses, states, etc. - or their peers been conscious of their potential impacts on history?
History is a narration of the events which have happened among mankind, normally found among written records. While it would be difficult to claim exactly when people had the notion of taking an action for the sake of historical significance, we can make a base assumption that this idea arose from the knowledge that information could be shared and passed down in some form or another. Prehistory denotes the time period before written accords, but this did not in itself make it infeasible for one to think historically due to oral traditions, such as the famous oral traditions of the Australian Aborigines. Even in the west, the Homeric tradition of oral history in Greece gave us the Iliad, a legendary psuedo-mythical telling of the Trojan War c. 1260–1180 BC.
In western thought, the "Father of History", the first historian, is thought to be Herodotus, a greek who lived in the fifth century BC (c. 484–c. 425 BC). His seminal work, The Histories (or The History), is considered the founding work of history in western literature, and initiated the method of record keeping that we know today.
As to your example, Alexander the Great likely did believe his actions were historically significant as he was accompanied by a Greek historian, Callisthenes, whom was appointed as the official historian of Alexander's Asiatic campaign.
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