The world's first robot was made by the inventor Nikola Tesla in 1898. It was a remotely operated boat. The word "robot" was actually made up about 20 years after this robot was built.
There was a machine that looked like a human was demonstrated at the 1939 and 1940 World Fairs. It was called "Electro" and was made by General Electric. Like Tesla's boat, it was operated by remote control.
"Robot" (pronounced ROW baht or truespel rroebaat) was made up by Josef apek, an artist from Poland. The first place it was used was in a play called "RUR" (for "Rossum's Universal Robots") by his brother, Karl apek. It comes from the Polish word "robota" which means "labor."
Some people would say that Tesla's boat was not a real robot because it did not have the ability to function on its own or have any senses. A machine that has the ability to function on its own is an "automaton" (pronounced aw TOM ah ton or Truespel outtumaataan). Many modern robot designers reserve the word "robot" for automatons (usually spelled "automata") that have some kind of senses. If you use that definition, the first robot was not made until 1948 by W. Grey Walter. They were three-wheeled machines that looked like turtles and moved very slowly. They were able move toward their powering stations that were marked with lights. He gave them the names "Elmer" and "Elsie."
In 2007, most robots either look something an arm or do the same sort of movement that an arm might do. They are used to assemble machines of various kinds (e.g., cars, children's toys), to paint things, to cut metal to very exact standards and many other tasks. The most commonly known robots are automatic lawn mowers and vacuum cleaners. The most common robot sense is "bump detection." Very few robots can see, hear, smell or taste. Those that can feel usually can only feel things enough to tell when they brush against something, not whether it is hot or cold, soft or hard, smooth or rough, etc.
No robot that looks like a human currently is built for anything but entertainment (like the ones made by Sony) or for research purposes. Humanoid robots (sometimes called "androids", pronounced AN droyd or Truespel ''android) built for research are generally for finding out how to walk around on two legs with knees that bend from the front. It turns out that this is a very hard thing to do, especially on uneven ground. (Walking robots with knees that bend from the back, like a chicken's legs, are easier to make.)
* http://tinyurl.com/22llhh - an in-depth article about robots at the Wikipedia, pointed at the part about history.
* http://tinyurl.com/25hftc - an article at the Wikipedia about W. G. Walter, the inventor of the first automaton with senses.
* http://tinyurl.com/2bwrv9 - an article at the Wikipedia about autonomous robots