The first recorded religions, those of the Sumerians (who invented history and therefore are the first recorded ), didn't have an afterlife.
Even the Sumerian one god cult that became the Hebrews, didn't believe in an afterlife initially, the whole idea was alien to them so where did it come from?

I know the devil (in his incarnation as satan) was invented in the seventh century but does anyone know of the first appearance of an afterlife?

Certainly the early bible didn't mention an afterlife.

Later on in the bible it cropped up but only for a chosen few (abraham and moses poping in and out of clouds).

As far as I can remember, the Romans and the Greeks didn't have an afterlife either (except, again for the chosen few)