Most animals preen in order to attract a mate. Humans are the only ones who primp in front of a mirror and apply makeup. We've been doing this for a long time, too, probably since the first person recognized their reflection in a pool of water.
The cave painters left handprints, not portraits, but it's not a stretch to imagine they applied pigments to their faces, also. Whether you accept evolution or not, we know makeup was worn by Biblical times. The Old Testament references Jezebel's painted eyelids.
Archeological evidence for makeup starts with the ancient Egyptians. Paintings in profile show eyeliner around one eye, and statues confirm they used eyeliner around both. Closer to modern times, Elizabethans used white face paint.
All those old cosmetics were completely natural, as there was no alternative. Cleopatra's eyes were lined with kohl. Asian beauties in China and Japan obtained pigment from flower petals. Natural doesn't necessarily mean safe, though. Unfortunately for ladies in the court of Queen Elizabeth, their white face paint was made with lead, poisonous along with the arsenic it sometimes also contained.
Advances in chemistry led to mass-manufactured modern makeup, starting in the 1920s or so. Hydrogenated cottonseed oil was invented, which was used in Crisco as well as eyebrow pencils. Modern makeups include many chemicals derived from petroleum. Other common chemicals used include sodium lauryl sulfate and parabens, both of which can irritate some women's skin. Synthetic fragrances may be added, which can be allergenic.
Colors in modern makeup usually come from synthetic dyes and pigments, which are less expensive than color from natural sources.
Mineral makeup was reinvented in modern times around the 1970s. The hippie movement celebrated peace, love, and natural beauty. Around the same time, cosmetics companies were required to start listing their ingredients. The unpronounceable lists shocked women and led to a search for natural alternatives.
Modern mineral makeup, like ancient makeup, is created from loose mineral powders. Because there is no liquid, mineral makeup lasts a long time without needing any chemical preservatives. Because the ingredients in mineral makeup don't have much odor, there's no need to add fragrance. Since preservatives and fragrance often cause irritation, their absence from mineral makeup makes it a good choice for sensitive skin.
Some of the minerals used in mineral makeup, such as titanium dioxide or zinc oxide, work as a natural sunscreen. (You'd have to pile it on thickly to get real benefit, so you should still apply a separate SPF-containing product). They also have an anti-inflammatory effect, which is beneficial for women with rosacea or acne. Other minerals, like iron oxide, provide color, while mica adds a pearlescent shimmer.
Mineral makeup doesn’t contain binders and waterproof ingredients that help it stick to your skin, so it may not last as long as conventional makeups. You should still wash it off your face before going to bed, though, to make sure you look fresh-faced and beautiful when you wake up.