Well, most people would think Gryphons originated in Greek or Roman Mythology, atleast people who know about Gryphons. But one can do a detailed search of the Classical Mythologies and only find that Gryphons pulled the Chariots of Apollo, Nemesis and Zeus(Jupiter/Jove). They have no creation Myth.

If one turned to Egyption Mythology, they would find images of Hawk-headed Gryphons serving the sun god, Ra. But, Gryphons are often confused with the Egyption Sphynx, who is very similar, even though the Greek Sphynix, which has wings, is even closer.

The earliest I've been able to trace back Gryphon origin is to Sythia, or India. The Original Gryphon had a blue feathered head, white underside, red wings, black feathers along the back and a yellow lion's body. They batteled the one-eyed, serpentine Arimaspians and hoarded gold to line thier Aeries, in which they laid eggs of agate. It's talon, when given as a gift to a human for helping the beast, could be used as a cup that would change color if poison were present.

The Gryphon was created by the winged worshippered of the great Chimera, who was part lion, part goat and part dragon or snake. The followers first created winged animals, including a winged lion, which they further modified with the head and foretalons of an Eagle and onto that generation, the ears of an ass. The following generation was dubbed 'Gryphon' for it's love of gold and tendancy to snatch up shiny things.

Then in Christianity there was controvery between whether the dual-natured beast better represented Satan or Chirst and it was finally decided that the Strong, noble Gryphon, possesing power both on land and in the sky was a more divine beast and came to be a symbol of Christ.