The Royal family started after the Viking raids in the ninth century which made the Anglo Saxon kingdom of Wessex emerge as the dominant English kingdom. Alfred the Great managed to secure Wessex and Mercia taking the title of “King of England”. This was the start of the British monarchy.
I'll use the UK royal family for example. Usually we consider the year 485 A.D. (the fall of the Roman empire) to mark the end of ancient history. The fall was particularly bad in Britain. All reading and ability to construct buildings was lost. answers.yahoo.com
As soon as it became a valuable thing to be related to to a king or other hereditary leader of an organization, the concept of "royal blood, meaning related to the king, got its start. wiki.answers.com