Sulfur is one of a very small number of elements that occur native, pure and unbound, at the surface of the Earth. It crusts around volcanic vents in yellow crystals and accumulates in enormous deposits above salt domes. It could simply be picked up, and it was, long before anybody had a concept of an element.
Burned, it gives sulfur dioxide, a sharp choking gas that kills insects and moulds and bleaches wool. Egyptian, Greek and Roman sources describe fumigation with burning sulfur, and Homer refers to it. Its association with the underworld follows straightforwardly from the smell of volcanic ground and the sting of the fumes; brimstone in the King James Bible is simply the older English word for the substance.
Sulfur is one of the three ingredients of gunpowder, with charcoal and saltpetre, in the Chinese formulations of the ninth century onward and in every European recipe afterwards. Its acid was known to Islamic and Latin alchemists as oil of vitriol, obtained by strongly heating green vitriol, which is iron sulfate. Sulfuric acid production remains one of the standard measures of a country's industrial capacity; more of it is made by mass than any other manufactured chemical.
Charles Goodyear's discovery in 1839 that heating rubber with sulfur cross-links it into a tough elastic solid, a process named vulcanisation, turned rubber into a usable engineering material and remains among the element's largest applications.
In the body, sulfur appears in the amino acids cysteine and methionine. Disulfide bridges between cysteine residues hold proteins in shape, which is why hair and wool are strong, and why the smell of burning hair is the smell of sulfur.