or tho' an informal, simplified spelling of though.

How do you write tho?

"Tho" is a short form of "though", so they mean exactly the same thing. Basically they are different spellings of the same word. "Though" is the proper word, so it is always correct to write "though". You can't write "tho" in formal English, and some people don't like it in informal English.

When did people start saying tho?

While never extremely common, tho and thru have a long history of occasional use as spelling variants of though and through. Their greatest popularity occurred in the late 19th and early 20th centuries, when their adoption was advocated by spelling reformers.