Coloured glass is an ancient
technique; the practice of making it into
windows however is a product of the early
Middle Ages. In fact the earliest stained glass is from
Jarrow in the north of England, from before the year 850.* Others are found at
Lorsch Abbey in Germany, about the same time. The oldest surviving complete window is from
Augsburg, about 1080.
Early windows were small and based on the roundel, which was a round space large enough to contain a single scene, with a small amount of decoration around it. These developed into medallions, a large round scene with a lot of smaller scenes radially around it. The apex of the development of this style was the rose window, dominating an entire side of a cathedral.
The invention of the flying buttress in the early 1100s allowed cathedral walls to be supported externally, so they did not need to be so thick. This allowed them to be pierced with windows. Round windows gave way to huge space-filling lancet windows, running up and down a side, and allowing for huge figures to be portrayed. One of the earliest major stained glass works was in the west face of Chartres cathedral, from around 1140, which has a Jesse tree in which blue predominates.
From the early thirteenth century large standing figures in the upper gallery or clerestory replace medallions. The cathedral is now very open and full of light. Windows served the triple function of lighting, of being an inspiring and beautiful blaze of colour, and of teaching the illiterate by their illustration of Bible stories.
Early stained glass was composed of pieces of coloured glass in simple colours, caused by fusion of metals when the glass was made (iron caused green, gold caused pink, etc.). These were cut or broken up and fitted together on a template, with space left for the lead between them. The assemblage was fired to fuse it together. Later, colours became more complicated, and in the high Renaissance they took to painting designs on glass instead of piecing single-coloured chunks together. This meant that by the mid 1400s the art was dead, or at least not as vibrant and interesting as before. Colours in glass stay pure because they're metal fused into its nature. So painting over it is missing the plot completely.
In England, stained glass between 1500 and 1900 is of negligible interest. It was eventually reduced to the painting of coats of arms on plain glass, and in the Victorian period it was hideously fussy scenes full of saints, darker colours, and complicated sentimental arrangements. Between 1900 and 1920 a new revival in design came about, and most stained glass since then is worth looking at.
The lead traditionally used was stable and uncorroded because it had impurities (antimony, copper, silver). It lasted forever. Modern refining methods removed these, with the result that the lead framework fell apart within a few decades, until it was realised the impurities had been refined out of it and needed to be put back.
Most cathedrals in Europe have stained glass, with Chartres and Sainte-Chapelle being notable examples. In England a lot of was destroyed in Cromwell's iconoclasm, but Canterbury and the small town (once a very prosperous wool town) of Fairford are among the best.
nevermind_me tells me those at Jarrow date from about 680. My own brief researches confused me just enough that I don't want to assert anything too definite about these dates and priorities.