Horsey was the first gift of the 2010 year, when Mista Snowman was given control over opening the gifts. His tentative name was Clyde, but that didn't seem to fit so he informally became Horsey.
Towards the end of 2010 it was found that Horsey could talk and was a Mare Sister, since a mare is a female horse. She ended up being the one to defeat Freddy.