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I was told that back in the day (like Renaissance era) you didn't need a visa to go to places. Specifically the US and UK but I'm guessing it was all relatively closer to the same time around the world when immigration control started to become a thing.

When, how and why did this happen particularly in the US and UK but answers that are broader or about other places also completely welcome!

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W.r.t. the US, visas were introduced by the Immigration Act of 1924, which declares that

§2. (a) A consular officer upon the application of any a co immigrant (as defined in section 8) may (under the conditions hereinafter prescribed and subject to the limitations prescribed in this Act or regulations made thereunder as to the number of immigration visas which may be issued by such officer) issue to such immigrant an immigration visa which shall consist of one copy of the application provided for in section 7, visaed by such consular officer. Such visa shall specify (1) the nationality of the immigrant; (2) whether he is a quota immigrant (as defined in section 5) or a non-quota immigrant (as defined in section 4); (3) the date on which the validity of the immigration visa shall expire; and (4) such additional information necessary to the proper enforcement of the immigration laws and the naturalization laws as may be by regulations prescribed.

In other words, it came about by act of Congress. The intent was to limit immigration into the US, and was one of many laws regulating immigration and naturalization passed since the founding of the US.

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