The way of making sound on the strings of a bowed string instrument by rubbing them with a bow made from horsehair appears to me as something so particular that it must have been very hard and unlikely to come across this idea. How did such a combination of a way to make sound and of a particular material, happen to be discovered?
There are only two possible kind of vibrations with a string fixed at both ends:
- Plucking; the vertical impulse leads to a transversal vibration
- twisting, leading to a torsional vibration
To get the string to twist, rosin is applied to the horse hair so that it can grip the string. You need something soft as an attempt with a stick will show and also some tension behind it, so more force may achieve a louder sound.
Rubbing is no completely exotic method for sound generation as can be heard by rubbing a wet finger on glass (finally leading to glassharmonica). You are right, that it is somewhat non-obvious, but that's a reason, why string instruments with bow or wheel (hurdy-gurdy) appeared not before tenth century and so are comparatively young especially compared to wind instruments, where a bone with a hole is a sufficient prototype.
English wikipedia cites the 1988 Encyclopedia Britannica with this (in line with the New Grove Dictionary:
… bowing can be traced as far back as the Islamic civilization of the 10th century … it seems likely that the principle of bowing originated among the nomadic horse riding cultures of Central Asia …
This would make horse hair the first choice.
Just to round up: one of the oldest bowed string Instruments is the rebec and some nice historical representations are collected here. It closes with a literature list containing this for further reading:
Bachmann, Werner. The Origins of Bowing. trans Norma Deane. Oxford University Press: London, 1969. This is the root source for most modern research, and practically everybody cites him. A very good comprehensive study of early string and bowed string instruments.