It appears in art history that Christian religious figures have always been denoted with a halo. The earliest example I can find is c400 AD “Holy Woman at the Tomb”. It’s an ivory panel in Castell Sforzesco, Milan. She clearly has a halo, as do roughly all of the other Christian art work from that time on (barring sculpture). I realize that the halo is simply an easy why of showing who it was in the piece that you were trying to highlight (get the pun?), but who started this? Where were they? How did this catch on so quickly?
-KAT
All you need do is consult the master. Cecil on the halo. He corroborates your 4th Century AD date for the Christian halo and provides some other interesting morsels.