Scholars of the Puranas - the ancient text of Hinduism, trace the origins to the suicide of Satidevi in the Yajnakunda (sacrificial fireplace) of Lord Brahma.But there are a few who attribute it to the pre-caste Vedic system of Indian society.

In the Indian mythology of the Mahabharat, there is the instance of Madri dying on the funeral pyre of husband Pandu, leaving the children to the care of the first wife Kunti.

The answer to the complex question of how Sati system originated is perhaps all of them:

** Burning the wife along with the attendants, horses and carriages of the the dead dignitary was a common practice among come Central Asian tribes. India being the melting pot of good and bad social systems of its constituent cultures, the custom of Sati was absorbed.

** In a time which believed that a woman's path to heaven is though Sheela and Pativritya -- her character, and devotion to her husband, it was perhaps thought that a woman's life served no purpose after the death of her husband.

** It might have come into practice as an evil family conspiracy against the widow to benefit from her assets and gold.

** The life of a widow was so bad (this has continued to this day in India), the women perhaps favored death to humiliation.

** The women who went Sati were glorified to no avail. The entice of instant fame and immortality cannot be ruled out on why women committed Sati.

** There is another suicide tradition in the Jain religion called Sallekhana, where one dedicated one's soul in prayer. Despite of this tradition, numerous instances in Indian history illustrate when a Jain woman has preferred Sati over Sallekhana -- especially in the cases of untimely deaths of the husband.

** Some women believed that those who died with the love of their life, were united with the man in heaven in an eternal marriage. Numerous women believed that they have married the same man in several of their lives. There is an interesting instance of a wife who went Sati with another man (not her husband), because of her belief that he was the one.

** In Bengal, a system called Däyabhaga prevailed entitling a woman equal property along with male members of the departed husband. This may be the reason for the Sati system being more popular in that region, wherein the woman was driven to commit Sati by force.

http://www.kamat.com/kalranga/women/sati/whysati.htm