Epona
Epona appeared in The Legend of Zelda series as Link's steed. She made her debut in the first 3D Zelda game, The Legend of Zelda: Ocarina of Time, for the Nintendo 64. She also appeared in its sequel, The Legend of Zelda: Majora's Mask, as well as a small cameo in The Legend of Zelda: The Minish Cap for the Game Boy Advance. There is a horse in The Legend of Zelda: Twilight Princess, the forthcoming Zelda game for the GameCube, but this horse is not necessarily Epona (the horse can be named by the player). She is named after the celtic goddess of horses, Epona.
In Ocarina of Time Epona is first encountered when she is just a pony, at Lon Lon Ranch where she was raised by Malon. She is wild and untamed, running away when Link approaches, and only Malon can get close to her. After Malon teaches Link "Epona's Song" for his ocarina, Epona stops running away and approaches Link. Malon then says that Epona has taken a liking to Link.
Link next encounters Epona seven years later, when she has become a mare. Unfortunately things have taken a turn for the worse at the ranch and Ingo is now in charge. At first Epona runs away from Link again, but once he plays "Epona's Song" she remembers him and trots to his side. Link then participates in a horse race against Ingo, with Epona as his steed, and wins, much to Ingo's astonishment. Ingo then challenges Link again, to try and counter the shame of losing by winning this time, and to persuade Link, bets Epona herself on the outcome of the race. Needless to say, Link wins, and Epona is his. However Ingo is not to be trusted, and attempts to prevent Link from leaving with Epona by shutting the gates. This is not a problem for Epona though, who just jumps straight over and out to freedom. From that point on she will willingly carry Link anywhere she can, and will run to his side whenever he plays "Epona's Song" on his ocarina.
In Majora's Mask Link is seen riding on Epona at the start of the game, both of them still young. Epona is then startled by two fairies, Tatl and Tael, and Link is thrown to the ground and knocked unconcious. Skull Kid then appears, wearing Majora's Mask, and searches Link's unconcious body, finding the Ocarina of Time and taking it. Link gains conciousness to see the Skull Kid standing above him, playing on his ocarina. The Skull Kid attempts to hide the ocarina but Link has already seen it, at lunges for him to try and get it back. However Skull Kid leaps out of the way and onto Epona, before galloping away. Link leaps but only manages to grab onto Skull Kid's leg. Epona continues to gallop along, draggin Link along the floor, until he looses his grip as Epona goes round a bend, and is forced to watch her gallop off with Skull Kid on her back. When Link finally catchs up with Skull Kid again he tells him that he got rid off Epona as she was a "stupid horse" and didn't listen to a word that was said to it. Link does not encounter her again until he makes his way to Romani Ranch in Termina. There Romani teaches him "Epona's Song" and gives Epona back after Link practices shooting aliens from horseback.