Western philosophy dates to the Greek philosophers, who were active in Ancient Greece beginning in the 6th century BC. Pythagoras distinguished himself from other "wise ones" by calling himself a mere lover of wisdom, suggesting that he was not wise. Socrates used this title and insisted that he possessed no wisdom but was a pursuer of wisdom.
Socrates' student Plato is often credited as the founder of Western philosophy. The philosopher Alfred North Whitehead said of Plato: "The safest general characterization of the European philosophical tradition is that it consists of a series of footnotes to Plato. I do not mean the systematic scheme of thought which scholars have doubtfully extracted from his writings. I allude to the wealth of general ideas scattered through them."
For the Gaudia Vaisnava view on Western philosophy, read the book Dialectic Spiritualism A VEDIC VIEW ON WESTERN PHILOSOPHY by His Divine Grace A.C. Bhaktivedanta Svami Prabhupada. Download the book (scanned) here or go to the website: http://dialecticspiritualism.com/