Boomerangs make perfect sense once you understand all the physical forces that work, but it doesn't seem like something early man would suddenly come with out of the blue.
Anthropologists believe it was mostly a matter of trial and error.
First let's consider how a primitive hunter might of come up with a non-returning boomerang. We know that at some point people started using the rocks and sticks they found around them as crude tools. One very early invention was the club, which is just a stick that you hit something or somebody with. Hurling a club to hit somebody is just a slight extension of this basic tool, so it's not a stretch to suppose this was a common use of the club. In nature, there are plenty of sticks that are bent in a curve like a boomerang, and people probably threw these sorts of sticks all the time.