wikipedia state's they were the first shock calvary, but in true wikipedia style they don't offer any references. So I come to you, experts of the internet.
The Macedonian Companion cavalry may have been early to adopt shock tactics. We have evidence that they already used these in the 420s BC, a century before Alexander.
In Alexander's own time, however, they were hardly the only ones to use this fighting style. Greek cavalry was commonly a mixed force of javelin-armed "medium" cavalry and lancers. Persian cavalry also seems to have adopted shock tactics by this time; many of the horsemen that opposed Alexander were similarly heavily armed and intent on shock charges.
Wikipedia is peddling a widely shared myth, which has its roots in the false assumption that Classical Greek cavalry was weak, ineffective and insignificant. If we assume this, it becomes difficult to explain that cavalry was both numerous and prominent in Alexander's army. The typical solution has been to assume that the Companions were an altogether new type of cavalry that was far more capable of influencing battles. In reality both assumptions are wrong. Alexander's army and tactics displayed much more continuity with Classical Greek practice than commonly thought.