Full Idea
The modern concept of the immortal soul is a Greek idea, which owes much to Pythagoras.
Gist of Idea
The modern idea of an immortal soul was largely created by Pythagoras
Source
report of Pythagoras (reports [c.530 BCE]) by Peter Watson - Ideas Ch.5
Book Reference
Watson,Peter: 'Ideas: from fire to Freud' [Phoenix 2006], p.141
A Reaction
You can see why it caught on - it is a very appealing idea. Watson connects the 'modern' view with the ideas of heaven and hell. Obviously the idea of an afterlife goes a long way back (judging from the contents of ancient graves).