I love answering this type of question: things you rarely think about but use or have uased often.
Believe it or not, I found several web pages dedicated to the history of the Bunsen burner. I've pasted some links in the sources section, and you can read more details about the Bunsen Burner there.
According to machine-history.com, Robert Bunsen, a German scientist, invented the burner named for him in 1885. Prior to the invention of the Bunsen Burner, laboratory burners were smoky and inefficient. This new device was a breakthrough for scientists because it did not produce smoke and "opened up many new opportunities for the use of natural gas in everyday use."
I hope this is helpful to you.