We are so familiar with the image of the giant wild stallion raging against a farm hands as they attempt to "break him". Who were the first people to do this seemingly impossible task, why didn't they give up? I can understand how it spread once it was first done, but who did it first?
You might have some luck crossposting this in /r/AskAnthropology as they have a variety of specialists for prehistorical subjects such as this.
You're in luck, 'cause I've answered this question before. Here's the link.
Basically, the first people to domesticate the horses didn't start with the wild, raging stallion. Instead, they likely (a lot of this is speculation from people smarter than I) killed mares and took foals in. They first kept horses around for meat, and then used them as beasts of burden. Then, somebody had the bright idea to sit on one, and the rest is, as they say, history.
Unfortunately, we don't really know a lot about early training methods, but the essence of horse training has never really changed: apply pressure to the animal until the animal moves away from the pressure.
The earliest complete training manual that we have is Xenophon's text, "The Art of Horsemanship," which is worth the read, if you're interested in that sort of thing.