In the long road of human evolution, many advances stand out: walking upright, opposable thumb, speech, etc. Once we got all that organized, we started living in nomadic groups.
Social evolution basically chugged along until the occurrence of two major events: farming and the domestication of wild animals: Dogs have been associated with humans for about 15,000 years -- originally, more for practical reasons (hunting, guarding) than companionship. Sheep have been around humans for about 11,000 years; cats and cows about 10,000 years.
Then, about 5,500 years ago, came the horse. Originally used as beasts of burden and as a source of meat, the real advance related to horses came when people began riding them. The first major source of long-distance transportation, the horse opened up new arenas for human societies and the exchange of foods, customs and languages.
You can read new information about the domestication of the horse here.