In 490BC the Greek army defeated the Persian army at the Battle of Marathon. A solider called Pheidippides was chosen to convey the happy news back to Athens, which he did in some style, by running the whole way before giving the news to a grateful public and promptly keeling over and dying. For no obvious reason this appealed to some people the sport of marathon running was invented.
Although they have since dropped the compulsory nakedness
This is unsurprisingly not a common way for a sport to be invented. Other promising sports such as rocket-catching and shark-boxing have struggled to get off the ground after the first people to try them died horribly.
But, by managing to avoid death, others have been more successful...