The BBC has an interesting article about the history of high heels. To quote:
And high heels don't tend to be very comfortable. It is almost as though they just weren't designed for walking in.
Originally, they weren't.
"The high heel was worn for centuries throughout the near east as a form of riding footwear," says Elizabeth Semmelhack of the Bata Shoe Museum in Toronto. Good horsemanship was essential to the fighting styles of Persia - the historical name for modern-day Iran.
"When the soldier stood up in his stirrups, the heel helped him to secure his stance so that he could shoot his bow and arrow more effectively," says Semmelhack.