Wedges evolved on their own long before people. Sharp teeth are a kind of wedge that cuts through meat and vegetables when fish or crocodiles eat something. People have been using wedges in Africa since the earliest Stone Age, about 2.6 million years ago. These early wedges were stone hand-axes, and their sharp edges let people cut a hunk of meat off a gazelle to eat, or cut branches for firewood. Probably people also used wooden wedges to split bigger pieces of wood into smaller pieces.
The mechanical advantage you get from a wedge depends on how thick it is. A thick short wedge will split things apart faster, but you'll have to push down on it with more force - maybe hit it with a hammer. A thin long wedge will be easier to drive in, but it will take longer to split something.
Today we have many different uses for wedges. A plow is a kind of wedge. A knife is a kind of wedge, and a fork is made of four little wedges. Razors and scissors are wedges too. So are doorstops. A nail is a kind of wedge, and so is the pointed nose of an airplane, that helps it cut through the air more efficiently.