In 17th century northern Europe, only men wore high heels, and so the first women to try them out were actually going for a masculine look.
It appears to have started in 10th-century Persia, where men - particularly soldiers - wore high heels because they helped them remain stable in the stirrups when riding.
Men in England and Holland would have become acquainted with this look by the mid-16th century, when they traded textiles in what by then had become the Iranian empire and would have encountered the empire’s large mountain military. By the 17th century, aristocrat European men were also wearing heels.
Men abandoned those in the 18th century because they're just not practical unless you ride horses a lot, and even then, what became known as cowboy boots were just as good in stirrups and more multifunctional in other situations. Women, however, like the look, and so they remain a fashion staple.