Actually it's not just one horse - I've had probably 10+ and the stable owner in Whiterun must get a chuckle when he takes another 1000 gold to replace the last idiotic animal that I had the pleasure to lose in my travels through Skyrim.
Horse I hate you - let me count the ways:
1. While we were riding to Riften, a fox was playing at your feet. I stopped to collect some ingredients and without a second's notice, you bolted after said fox and disappeared into the wilderness.
2. Upon completing a grueling and well-fought dungeon, I emerged to find no trace of you. You apparently thought you had waited long enough, and returned to the stables where I bought you. Unfortunately for me, the walk from (close to) Solitude to Whiterun is a long one when you're completely weighed down with loot.
3. Remember that time when we were at an enemy encampment close to a cliff? Being an assassin, stealth is kind of my 'bread and butter'. So, shortly after I turned invisible (thank you stealth perks), you managed to have the whole camp attack you and then you proceeded to gallop of the cliff, in what could only be described as the funniest moment I've ever witnessed in a video game.
4. The many other countless times you've chased trolls (fatally), ran away from combat to an undisclosed location (typically in the last place I'd look) and the agonizingly frustrating times you'd get in my way as I attacked a cave bear only to see yourself killed at my hands.
Phew - it needed to be said. That's a relief off of my shoulders.
Now if you'll excuse me, I have to finish my walk from Dawnstar to Whiterun to see a man about getting a horse.