Wayne Curtis gives a lesson:
The step — the Prussians called it Paradeschritt or, later, Stechschritt — apparently took root with guards in the Holy Roman Empire, and then found its way to Prussia around 1730. It persisted until 1940, which was the last year the Nazis taught newly drafted soldiers how to goose step, instead shifting to more practical skills. (It was renamed the “Roman step” when Benito Mussolini brought it to Italy in 1938.)
In truth, it’s not a very sensible way to get around (goose-stepping injuries weren’t uncommon among soldiers), but it was taught to instill discipline among the troops. More so, it served well in ceremonial public displays — to demonstrate a leader could turn men into machines. The step invariably involved boots brought down in unison, smartly and loudly, giving a platoon the invincible sound of a well-lubricated machine.