No one really knows where the game of golf was first played. The Romans 1 a game with wooden sticks and a leather ball filled with feathers, but details 2. In the 15th century, golf first 3 in the written history of Scotland. In 1457 the Scottish Parliament was displeased with the number of people playing golf instead of training for the army and the game 4. However, by 1503 even the King had started playing golf again.