Does anyone know or can anyone give a reference explaining how the concepts of a linear functional and particularly that of a dual space developed? I know Riesz published his famous representation theorem in the first decade of the $1900$s, but did he use these concepts then?
My main reason for asking this question is motivation: These two concepts seem to arise out of thin air in all linear algebra books that I have looked at. It would be nice to find a motivating (non-contrived) example that forces you to look at the dual space of a vector space.