Almonds originated in what is today the Middle East and interestingly the wild form of almonds were quite toxic. No doubt almond paste has its origins in that region. Some credit the first use of almond paste to ancient China and its use during the Ottoman Empire in Turkey is well-documented.
Later, Europeans adapted the use of almond paste for fillings and confections.
One product of note was the original Praline. The origins of the Praline can be traced back to to the Marschall von Plessis-Praslin (Praline) where the chef's were well regarded for their skills at making confectionery. One such specialty was the bonbons de chocolat filled with almond paste.