No one actually knows when precisely the horseshoe was invented. History would suggest it was invented during the iron age, likely in a Celtic tribal setting and that later, Rome adopted it. However, the evidence does not quite support that theory. As far as can be determined, it was invented or at least made cost effective somewhere between the 5th and 9th century AD, and apparently as a weapon of war more than anything else.

No early examples exist as they are made from a very valuable material; Iron. Iron is the very blood of the Earth itself, according to folk belief. Iron has always had quite the magical significance for the various Celtic tribes on both the Continent and the Isles.
The Celts were some of the first warriors who utilized the secrets of iron in their weaponry. Master metal workers, the Celtic smiths knew how to work iron to great benefit. Pounding out this hard material they were able to make some of the most advanced weaponry as well as the strongest carts and chariots, by encasing the wheel in a sheath of iron, the Celtic war chariot became one of the most formidable tools in a Celtic warrior's arsenal. Yet, even for all this, there was another even more important use for iron.

Iron was a lucky metal. Luck. But why was iron lucky? Very simply put, according to folk traditions in many tribes, the power of iron was such that spirits who wished to do harm could not cross it. Such beings could be banished or destroyed by its native properties. Iron became a strong talisman against the forces of evil and destruction. No dark spirit could enter a house so protected without permission from its occupants.

Later as more and more Celtic places and peoples converted to Christianity, this belief was transformed into keeping spirits of the dead at bay along with demons, devils and the faery folk of legend. Many folk beliefs were fostered to included beliefs that a young woman on her wedding day was particulary targeted by these forces of evil and trickery to be cursed, or even waylaid along their journey to the churchyard for their very wedding ceremony. She might wear some jewelry made from iron , but a determined fae might be able to get around these minor protections. So, often a piece of iron was actually sown into the dress itself, making it even harder to be influenced by their trickster ways.

Later, after the invention of the horseshoe and it's association with luck, it became a natural thing to add into the very dress. And it also helps the dress hang properly. Everyone knows that one cannot influence iron with magic, so the stories go. That was another reason to add iron to the dress. To ensure she really was in love with her man. That he had not purchased some exotic magic drought and slipped it to her unsuspectingly. Thus the iron in her dress would give the one last chance to say no to him in front of god and everybody.

So, if your mother or grandmother insists there be a horseshoe somewhere in your wedding attire, you will now have a clue why this may be beyond the merely obvious association with luck.