History of Donkeys
People probably first thought of donkeys as food, and hunted them. But by around 3000 BC people had already begun to use donkeys to carry things from one place to another (This is about a thousand years after people tamed horses in Central Asia). Probably African people were the first ones to have tame donkeys. They may have tamed donkeys because Africa was getting warmer, and they had to change the way they lived in order to deal with that.
Old Kingom Egypt (ca. 2500 BC)
Bronze charm in the shape of a mule
(China, Han Dynasty, ca. 100 BC)
The Mediterranean and West Asia are excellent places for donkeys, which are like horses but smaller. Donkeys quickly became very popular in West Asia and all around the Mediterranean. Donkeys are strong, so they can carry heavy loads, but they are small so they don't need as much to eat as cattle or horses do. And donkeys have good digestion. They're not as delicate as horses, and they can eat practically anything.
A mule is the baby of a boy donkey and a girl horse; they're bigger and stronger than donkeys, but easier to take care of than horses. Mules were popular all across Europe, Africa, and Asia, but they can't have their own babies.
Vasudeva begs the donkey
(Hosaholalu, southern India, 1200s AD)
Throughout the time of the Persian Empire and the Roman Empire, through the Middle Ages and beyond, donkeys were very common all over Africa, Europe, and Asia. In this carving from a Hindu temple in medieval India, the donkey is about to bray to announce the birth of Krishna, but Vasudeva, who is sneaking Krishna to safety in a basket, begs the donkey to be quiet so he won't wake up the prison guards (compare this story to the birth of Jesus).
Learn by doing: go see a donkey in the zoo or at a state fair
More about horses
Wonders of Donkeys, by Sigmund Lavine and Vincent Scuro (1979). Easy reading.
The Definitive Donkey, by Betsy Hutchins (1999). All about donkeys, including how to train them.
Horse Power: A History of the Horse and the Donkey in Human Societies, by Juliet Clutton-Brock (1992).