In ancient Sumerian mythology the Aukkal were heavenly winged messengers through which gods communicated with men. Representations of the Aukkal are some of the earliest known depictions of winged humans and served as the inspiration for later winged figures in Greek and Roman art. These figures eventually evolved into the Christian angels that we are familiar with today.
We don't know where or when the belief in angels first originated but the idea is thought to date before the first representations ever discovered in ancient Sumeria around 3000 B.C.
The Sumerians also believed in the Anunnaki, another class of gods whose name translates to "those who came from the sky to the earth" meaning the ones who descended from Heaven. The Annunaki are associated with fallen angels and are also known as the Watchers or the Nephilim in the Old Testament of the Bible.
The image above depicts Marduk, an ancient Babylonian god, slaying Tiamet, who is shown as a winged dragon. Marduk was one of the principal deities of Babylon and is credited with the creation of the world. He is often portrayed as winged and carrying various weapons such as a mace, a dagger, and lightning, or arrows of lightning. He can harness the power of the winds and has a body of flames which he uses to burn his enemies.
Many times in the Bible, Christian angels are described as having bodies wind or fire and have the ability to command fire. They appear with faces like lightning and as warriors weilding swords of fire, they are often portrayed in full armor carrying various type of swords or spears.