The classical and ancient Greeks had sausages. Just thought I'd mention that piece of trivia.
How do we know this? Because one of the main characters in The Knights by Aristophanes is a sausage seller who plies his trade in the agora.
However the earliest known mention of sausage is in the Odyssey, believe it or not. At one point our heroes make sausages from pork stomach filled with blood and fat. This is described as a tasty meal that the warriors can't wait to tuck into.
Personally, I'd run away screaming. I am not keen on blood sausage.