Most cheese authorities and historians consider that cheese was first made in the Middle East. The earliest type was a form of sour milk which came into being when it was discovered that domesticated animals could be milked. A  legendary story has it that cheese was 'discovered' by an unknown Arab nomad. He is said to have filled a saddlebag with milk to sustain him on a journey across the desert by horse. After several hours riding he stopped to quench his thirst, only to find that the milk had separated into a pale watery liquid and solid white lumps. Because the saddlebag, which was made from the stomach of a young animal, contained a coagulating enzyme known as rennin, the milk had been effectively separated into curds and whey by the combination of the rennin, the hot sun and the galloping motions of the horse. 

In reality, it isn't known when cheesemaking was first discovered, but it is an ancient art. The first cheeses were not cheeses as they are now known, but curds and whey.

Egyptian hieroglyphics depict workmen making cheese. In ancient times, the whey was consumed immediately and the curd was salted  and/or dried to preserve it. The Roman Legion was instrumental in spreading the art of cheesemaking throughout Europe and England. During the Middle Ages, the art of cheesemaking was improved greatly in the monasteries and feudal estates of Europe. The monks became great innovators of cheese and it is to them we owe many of the classic varieties of cheese marketed today