The first pens were likely the reed writing utensils used by the early Egyptians (some historians claim Egyptians used such devices as early as 3000 BC). These simple thin devices were formed from a single piece of reed carved carefully into a point (or occasionally into split-point nibs, as in modern pens). Due to the inflexibility of the reed, these tended to blunt easily and were replaced by quill pens by the 7th century. The Egyptians used these to write on early Papyrus, dipped in early inks.
Quill pens, formed from large bird feathers, were more flexible and therefore lasted considerably longer than there reed predecessors. The Dead Sea Scrolls were written with quill pens, and after the fall of the Roman Empire, their use became widespread. Quill pens were used to some degree until the 19th century.
Metal nibs also have a long history (some bronze nibs were found in Pompei, dating back to approximately 80 AD), but they didn’t receive widespread use until 1822 when a British company started mass producing them. By the mid 1800s, steel nibs had so far surpassed quills in quality that they completely replaced them as writing utensils. These nibs were mounted on a wide variety of handles… wood was the most common, but bone, ceramics, and metal handles were also used frequently.
A Romanian named Petrache Poenaru invented the first fountain pen in 1827 (and received a patent from the French government for it), and in 1884 the first capillary feed fountain pen was invented by Lewis Waterman, a New Yorker. These could hold a small amount of ink within the pen itself, and therefore made writing faster, easier, and cleaner (since splatters of ink were less likely to fall on the page). The reservoir still needed to be filled frequently (about once per page or two), but it was still a huge step up from the quill, which required constant dipping.
Lazlo Biro, a Hungarian living in Argentina during World War II, patented the ball point pen, and the first commercial units were available in 1943. The small ball, held at the tip of the pen, would rotate through a reservoir of ink and then deposit the ink on the paper in a clean line. This removed the need to refill the pen, allowed a single reservoir of ink to last pages and pages of writing, and removed fountain pens from standard use.
The felt-tip pen was released in Tokyo in 1960 by Yukio Horie, followed shortly by Papermate releasing a similar pen in America later the same decade. These eventually led to highlighters and dry erase markers in common use.
Lastly, the rollerball pen was invented in the 1980s with a thinner, more smooth line than the ballpoint pen.