On the flip side, when did cities start having to deal with UHIE?
British chemist and meteorologist, Luke Howard, first investigated and described the phenomenon. He published, The Climate of London-a study that contained daily observations of weather in the city from 1818 to 1820-finding that London was much warmer than the surrounding countryside. Howard attributed this to what he called "city fog" which was the concentration of smog, which since the early 1200's has been prevalent in London. New York City has also measured a difference of temperature between Manhattan and other boroughs (Manhattan being the most dense) since the 1900's.
There are several causes to the Urban Heat Island effect:
Building materials soak up more heat than soil. Soil's specific heat capacity (how much energy it takes to heat a kilogram of the material by 1C) is 2000 Joules/kg, while concrete is 800/ Joules/kg
Human activity generates massive amounts of heat, especially in dense downtown/plazas
Dense structures act as wind breaks. Wind typically would distribute heat and cool a city.
Modern day cities contain a myriad system of electrical wires, transportation networks, and industry, which all contribute heat.
With all this in mind, although the Urban Heat Island effect was really felt once industrialization started occurring, there is evidence that air pollution and density (of humans and buildings) most likely led larger cities- such as London, Rome, Baghdad, Beijing, etc) to have warmer temperatures than the surrounding rural land. History of this is difficult due to the lack of a method to record temperature in the past. Also the lack of density we see today may have made the effect almost negligible.