The first dormers are attributed to architect Francois Mansart of France(1598-1666). He created the Mansard style roof, a four-sided and double-pitched with a lower, steep slope. The rooflines gave high attic spaces that gave additional living space without surpassing Parisian height restrictions. However, light and air could somehow needed to be introduced.
To solve this problem, Mansart inserted a series of windows into the steep roofs to make the attics livable, especially as places to sleep. “Dormer” comes from the French word dormir- to sleep.  The trend of dormers continues to this day, though attics are used more for storage now than to sleep.  Or a place to store your guests.

As you can see above, Europeans definitely like their dormers…