So I was riding my horse in Skyrim today, I believe it was west of Whiterun.
Suddenly I saw some blue horse a bit far infront of me. It almost looked like a ghost.
it appeared to be really buggy. It "teleported" all from left to right and up and down.
I had fraps running to check my FPS, so I could easily record it.
As soon as I hit the record button though, my screen went black. No idea why.
I turned the recorder off, and I was in Camilla's house / The trader in Riverwood.

So, what was this buggy ghost horse and how did it teleport me to Camilla?

EDIT: I just googled a bit and it seems that I encountered the headless horseman.
Also the bug trivia says that his movements can be buggy, so that's that.
But why did I get teleported to Camilla though?

I did get one of those, near Whiterun, have no idea what is that, i first tought that is because of the mods, 'cause I have a lot of 'em. I chased him, but have no dialogue at all, he just ignore me and ride somewhere. And he was named headless horseman.

The Headless Horseman will lead you to Havnir's Rest (may have spelled it wrong)

Hmm, interesting.

Saw him recently in The Reach, near the Karthspire.

Easter egg, you don't need to follow the horseman to find it, though. On of my first go arounds I found it before I ever saw the headless horseman.