If I lived 2000 years ago...

One thing I know about survival is that transportation is key. Predators can can end your game of survival quite quickly. Having a food producing animal would be nice but they don't live forever and you can't rely on only one source of food. Having a horse can make you a more efficient hunter, travel when your prey migrates, and escape predators. A horse is fast, and won't get caught by predators easily. A cow or chicken will meet their fate quickly.