How did the first mules come into being? Are horses interested in donkeys? Or are donkeys interested in horses? Did someone get the idea it would work out well and do something to encourage it? I don’t know anything about animal husbandry but I believe that mules predate artificial insemination. Does anyone know anything? By the way, the sun will not rise or set based on the answer. I’m just curious and I would like Mrs lanelee to let me have a mule.
Mules were on the ships with Christopher Columbus, so I think your artificial insemination thought is correct. 
I don’t know if the anser is known, but donkeys and horses were domesticated before written records, so I would guess it happened “naturally” in prehistoric times.
A mule is the offspring of a male donkey and a female horse; the offspring of a female donkey and a male horse is called a hinny. Because mules and hinnies are sterile, they are considered hybrids and not individual species.
Mules and hinnies have been around as long as horses and donkey have. The two species mate naturally.
I’d guess mules date back to the earliest eras of smuggling, or maybe only as far back as something like latex condoms existed. Smugglers have always been an inventive lot, though.