While horses in the 21st century might not be seen as important, they certainly were until very recently.
The first horses seem to have been domesticated 6000 years ago in the steppes of Eastern Europe. For the first one or two thousand years it seems horses were used primarily for meat. Some cultures, such as the Sumerians, seemed to have other animals as mounts and for farm work instead of horses. Yet, over time, this changed. Why? The benefit of horses is they have good endurance, are somewhat easier to domesticate than other animals, they are strong and easy to maintain. Compared to other animals, such as camels, elephants or yaks, horses just have more desirable qualities as mounts. While perhaps not having the strength of an Ox, a horse's endurance and low maintenance just made it viable in so many circumstances in both farm work and especially as mounts.
Well into the 19th century, horses have played an important role in aiding humans in their work. From farming to mining, horses have dragged ploughs, pulled carts and acted as a fast mode of transport. All these things have meant that it was only with the increasing use of motorised vehicles in the late 19th and early 20th century, that horses began to be used less often. Cars and other vehicles were faster and could take heavier loads.
For long-distance travel, barring deserts and jungles, horses have proven to be one of the best mounts for people to ride on. This is particularly important for people who lived in the steppes, were nomadic, or simply needed to travel large distances. This is why Mongolians made such extensive use of horses. Many Mongolians, even to this day, spent so much time in the saddle as children that their legs became bow-legged from pressing their legs against horses' flanks for so long.
Horses have also been highly important in warfare in the last 4,000 years or so. The use of stirrups, small metal hoops for riders to put their feet when on a saddle, from the 1st century AD onwards has allowed soldiers to have greater control over their horses. Before this point, while riding horses to battle was possible, it was more difficult to make the best use of melee cavalry. By 1000 BC the bridle (a horse's headgear) and reigns were used making horseback archery much easier. The art of horse archery required a person to be able to ride on a saddle using only their legs to steer their horse and be able to shoot behind them (known as the Parthian Shot as it was a famous move done by horse-archers in the Parthian Empire over 2000 years ago).
As horses were harder to direct without stirrups, many cultures made extensive use of chariots (often as a means of transport rather than to use in combat). An example of this is Ancient Egypt. From around 1600 BC and later, Egyptians used lightweight chariots with 2 horses for each. Each chariot had a rider and an archer. The speed of the chariot combined with the use of archery made the Egyptians mobile for the time period. The Mycenians (a precursor to the ancient Greeks) made use of chariots as mobile platforms for warriors to jump on and off again. This is something that occurs frequently in Homer's Iliad with fighters leaping out of chariots to join the fray.
The use of stirrups began in China and the Asian steppe. The Huns brought them over when they were busy killing Romans in the 4th and 5th centuries. This allowed knights in the Middle Ages to use destriers (warhorses) in massed charges with more confidence they could control their mount. The technological advances in both the gear put on horses as well as the increased understanding of how to train horses meant that (despite rapid advances in gunpowder weaponry) cavalry were effective well into the 19th century. The last mass cavalry charge that I know of was in 1942 by the British forces against the Japanese in Burma. The charge did not end well...
Will horses be used in the army ever again? Well, surprisingly, horses are still in minor use to this day. Despite the fact horses are now useless in pitch battles, they have several advantages. They require less tech to keep them maintained (no fuel or spare parts needed), and they operate relatively well in rugged terrain. Also, in an increasingly high-tech warzone using a low-tech solution makes horses somewhat stealthy. They are not going to pop up as much as tanks or jeeps on radar systems and in some respects could be easier to hide. There have been some talks about using horses for scouting in lower-risk areas in Ukraine. It allows for the army to divert resources to more important parts of the front without losing intelligence. In Ukraine, Russia has been using horses to drag carts and bring soldiers to hard-to-reach areas. The US Army acquired horses in Afghanistan in 2001 and used them to get to Kabul. In an area with low-intensity warfare over a large area, rugged terrain and low access to high-tech resources, horses can be highly useful.
Horses in the past have been pivotal throughout most of human history. They have helped farmers, miners, soldiers and emperors. From founding mighty empires on horseback to intensive mining operations, horses have played a significant role in human history.
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