And a study of the DNA of ancient dogs has shown that they were domesticated at the end of the last ice age about 11,000 years ago, that's before any other species.
By this time, we think humans had domesticated other animals like dogs, cattle, and sheep, so adding another furry friend wouldn't seem all that unusual.
In the meantime, on the other side of the world around 2,000 BCE, something very consequential happened: people on the western Eurasian steppe domesticated horses.