Saddles were used by Vikings when they rode creatures such as horses, donkeys and Dragons.
When Toothless lost his left tail fin after a dragon attack on Berk, Hiccup made a new tail for him. Quickly leaning that he needed to control the fin himself, Hiccup also made a saddle so he could ride Toothless for long periods, allowing him to control the tail fin all the while. (How to Train Your Dragon)
In the Riders of Berk episode Viking for Hire, after peace was made with the dragons, Hiccup and Gobber started to make saddles for the Dragon Training Academy and their dragons after they complained of feeling sore after riding their dragons for hours. However, Gobber added certain features to their saddles such as horns, maces, catapults and even flamethrowers, which Hiccup and the other riders soon found to be counterproductive. So, aside from Hiccup who had a saddle from the beginning, they went without saddles until In Dragons We Trust, when it's uncertain who finally made appropriate saddles for each rider and their dragon. They're seen in every episode of the series ever since.
In the second movie, Gobber, Stoick, and Hiccup have started to make saddles at Gobber's shop, which is shown to have expanded greatly, for all the Vikings and dragons of Berk. (How to Train Your Dragon 2).