Hmmm...
One of my players has a pony named "Phleghm".
Serveral of my own PCs have horsies, and naming them has always been one of the best parts.
A Fighter/Rogue/Gunslinger/Martial Artist (a character made by mixing D&D and D20 Modern) has a blue roan named "Skipper".
A girly Cleric/Bard has a Palomino named "Nugget".
Barbarian/Fighter has a warhorse (Clydesdale) named "Reaper".
Ranger with two: a pinto named "Scout" and a chestnut called "Racer".
A Fighter-Bard with strawberry roan named "Trouble".
Hobgoblin fighter with a black warhorse named "Mordor".
Wood elf Ranger with a warpony named "Swifthoof", a Hippogriff named "Warlock" and an Appaloosa named "Greyfrost".
Wood elf Fighter/Wizard/Rogue with a Bay mare named "Hemlock".
High elf Wizard/Rogue with an Appaloosa named "Mist".
Female fighter with a black and white mare (white mane and tail) named "Paka" (allegedly Swahili for "Pussycat").
A friend's PCs have a "Noir Nuit", a "Hunter", and another friend had a camel named "Lunch".