What about centaurs? One theory about the centaur myth is that it originated from the confused perceptions of a culture that had never seen men on horseback being suddenly invaded by steppe nomads.
It's widely believed, but the only sources we have for these confused perceptions within written history are possibly-unreliable accounts of how the Aztecs perceived the Spaniards. In particular, I think the Mycenaean Greeks from which we get the best-known versions of the centaur myth were descendants of the Proto-Indo-European horseback-riding steppe nomads we're talking about here.
As I understand it, the Bronze-Age Minoan civilization spoke an unrelated language (as evidenced by Linear A) and has a material culture relatively continuous with Neolithic Crete, not imported from the Kurgan culture. They would have been the ones experiencing the steppe-nomad-descendant invasion, the steppe nomad descendants in question being the Mycenaeans around 01450 BCE, who were at that point millennia removed from both the steppes and nomadism but presumably still rode horses at least sometimes.
