I know everybody does it, and I know there is an inyan to eat dairy, but is there an inyan specifically for eating cheesecake on Shavuos? And if so, where does it come from?
Nitei Gavriel Shavuos 29:1 note 1 mentions from Kovetz Bais Talmud that in the times of the second Bais HaMikdash they used to eat on Shavuos (לפתות מלחם ומלח (חלב. This sounds a bit like cheesecake to me.
After staying up all night, we have two fundamental lessons to remember. one is to realize that we have achieved great closeness to Hashem, and the other is to remember that through receiving the Torah we now have the tools to meet all the challenges of the yetzer hara. To accomplish both of these goals at once, we eat a food item that is both milchigs and chametz. We eat chametz to symbolize that after a whole night of learning Torah we are now empowered to fight the yetzer hara represented by that chametz, and we also eat milchigs in it to symbolize the concept of the shiva nekiim and dam neechar v’naaseh chalav that brought us so close to Hashem, like the closness of a of a chassan and kallah. Cheesecake (or even better, a cheese danish) is the perfect food to accomplish both messages.
I heard in a shiur that in fact the entire source for eating dairy in general on Shavuos is just because there's an inyan to eat specifically cheesecake on Shavuos.
The shiur quoted a Ramah (don't rememeber source, around laws of Shavuos in Orach Chayim) that on every Yom Tov, we usually make a Zeicher for something
(Sukkos, Pesach - Matzah etc.)
but what's the Zeicher for Shavuos?
The answer is that we should make a Zeicher for the 2 breads that were offered on the alter for Shavuos.
On yom Tov usually one only eats one meal of bread by day (unlike Shaboos), but the Ramah says there that in order to make a proper Zeicher for the 2 breads, one should eat 2 "bread" meals on Shavuos.
Since in general one eats two meals per day, one dairy and one meat, therefore, he writes, that the first meal should be bread "mixed with cheese" (AKA, cheesecake), and then one should wait a while and have the second meal with meat.
So, according to the shiur, based on that the proper thing to do is to make kiddush (after shacharis/mussaf), then have cheese cake as the meal. Then wait an hour and start the meat meal.