The first high heels were made for horse riding

Raised heels are stated^{[weasel words]} to have been a response to the problem of the rider's foot slipping forward in stirrups while riding. The "rider's heel," approximately 1-1/2 inch (4 cm) high, appeared around 1500. The leading edge was canted forward to help grip the stirrup, and the trailing edge was canted forward to prevent the elongated heel from catching on underbrush or rock while backing up, such as in on-foot combat. These features are evident today in riding boots, notably cowboy boots.

http://en.wikipedia.org/wiki/High_heel