The general Adventist movement can be traced back to the Second Great Awakening in the United States during the 18th and 19th centuries. The Seventh-Day Adventist’s are a subset that came out of that movement which asserts that many biblical truths were lost over time and brought back into light during this movement—namely the seventh-day Sabbath and the visible Second Coming of Christ. However, their real foundational, unique doctrine is what’s called the Investigative Judgment and the Sanctuary.
The Seventh-Day Adventist movement in particular was born out of Millerism, an ecumenical movement that was a part of the larger Adventist Movement. William Miller—a farmer turned revivalist preacher—was preaching that Christ would return in the year 1843. He arrived at this conclusion through sloppy exegesis/hermeneutics. The key, foundational verse being Daniel 8:14.
When Christ didn’t return in 1843 the date shifted to specifically October 22, 1844, due to a man by the name of Samuel Snow—who, in 1845, declared himself to be Elijah the prophet, the messenger that would appear immediately prior to the return of Jesus Christ.
When Jesus didn’t return on October 22, 1844, this event went down in history as The Great Disappointment. The vast majority of the Millerites went back to their previous Protestant Churches, but a number of disappointed Millerites sought to find meaning in the disappointment, refusing to accept that they were wrong. Of those was a man named Hiram Edson. The day after the disappointment (October 23, 1844) Edson claimed to receive a vision that on October 22, 1844 Jesus actually entered into the Most Holy Place of Heaven for the first time, to begin a work of investigation—claiming that they weren’t wrong about the date, but the event and location. This would go on to formally be called the Investigative Judgment and the Sanctuary doctrine.
This is what the Seventh-Day Adventist Movement was born out of. They were initially known as the “Little Flock” due to the small number that believed this new theory. They weren’t even affirming the seventh-day sabbath at this point. Amongst this group was Uriah Smith, James White, Joseph Bates, Ellen G. White (Harmon), the movement’s prophetess who would later marry James.