The first recorded discovery about the relation between electricity and magnetism was made by Hans Christian Orsted in 1820.
During an experiment, he noticed that the needle on his compass pointed to a different direction, when a battery near it was turned on.
In 1824, William Sturgeon invented an electromagnet. It was made of a horseshoe-shaped piece of iron, wrapped with copper wire. He found out that when current was passed through the wire, it attracted the pieces of iron, and when the electric flow stopped, the magnetization ended too.
By the 1830s, the US scientist Joseph Henry improved the design of the electromagnet. He used an insulated wire, and placed thousands of turns of wire on a single core. This made a big change! With this attempt, electromagnets gained more popularity.