Worship of numerous sacred and martyrs started getting into Christianity along with introduction of icons. Similarly to paganism, everyone of sacred turned into the patron of some profession or craft, like pagan gods did. Moreover, even memorable days of the majority of sacred coincide with the dates of celebrations in honor of pagan gods and goddesses. The first certificates on worship are found in the middle of the III century when christians in Rome started visiting places of burial of apostles Peter and Paul.
Thus, pagan honoring of the well-known people, in Christianity was replaced with honoring of sacred and with a custom to resort to their protection. Martyrs of the first centuries of Christianity who died for belief, became patrons of the Christian communities and on their tombs church services were carried out.
Since the 4th century, legalized by two church council, a celebration of sacred took place everywhere openly and solemnly. At the same time the dogma about honoring of the sacred develops and defined. It was related to the emergence of different heretical doctrines. The belief in necessity of celebration of the sacred was confirmed by resolutions of church councils of Carthago in 419 and by Seventh Ecumenical Council.
An official canonization is rather later phenomenon, which started in the 17th century when the pope Urban VIII divided processes of canonization and beatification.
In Catholic practice, before the canonization must be done a process of confirmation of the reliability of the evidence about just life of the canonized person and about miracles this person made.
The Eastern Church didn't establish an accurate order of canonization. It was authorized by patriarchs, bishops, cathedrals, the synods and even rulers. The majority of sacred of a church calendar weren't formally canonized: their honoring by believers was spontaneous in the beginning, and only after their names were brought in the menologion.
Opponents of this doctrine in the Middle Ages were the Cathars, the Paulicians, the Waldensians and the supporters of the doctrine of Wycliffe, later — the Protestants. Luther rejected honoring of sacred mainly on the ground that saw in them some kind of intermediaries between God and believers. In his opinion this intermediaries excludes his personal and direct faith. It seemed to him, that even glorified sacred will alienate believers from Christ just as here on the earth members of church hierarchy do. Therefore, he insisted on thought that honoring of sacred is humiliation of merits of Jesus Christ, as only intercessor between God and people. Sacred, according to Luther, are only remarkable historical persons whom it is necessary to remember with awe, to speak with respect but not to pray to.
Sources:
Beccari, Camillo. "Beatification and Canonization." The Catholic Encyclopedia. Vol. 2. New York: Robert Appleton Company, 1907. 29 Nov. 2014 <http://www.newadvent.org/cathen/02364b.htm>.