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The search for the atom began as a philosophical question. It was the natural philosophers of ancient Greece that began the search for the atom by asking such questions as: What is stuff composed of? What is the structure of material objects? Is there a basic unit from which all objects are made? As early as 400 B.C., some Greek philosophers proposed that matter is made of indivisible building blocks known as atomos (Atomos in Greek means indivisible.)
source: http://www.physicsclassroom.com/class/estatics/u8l1a.cfm
Read more about the Atom and the its particles from the link below