You can ride a horse to increase your movement speed and save some time while traveling in Skyrim. They will also help you to climb the mountains more easily and effectively, but to a certain realistic way.
Skyrim – How To Get a Horse
Legal Way – You may find a couple of wild horses throughout Skyrim, but they are available at the city stables. Each MAJOR city has a stable which will sell you a horse for 1000 gold coins. You can simply go to the seller, pay him, and he will direct you to the horse.
Tasks/Quests: You may get to use a horse or get one as a gift by doing the quests given by the people/stable owners.
Riften Stables: Win a brawl with Hofgrir, when he is selling you a horse, decline, and then you can borrow it.
Solitude, Katla’s Farm: Help Katla and harvest the crops.
Illegally – 1000 Gold Coins are quite a lot to pay for a horse in the start, so an alternative is to steal the horse. If you run away with a stolen horse, then the guard/soldiers will be alerted of the crime, and you will get a 50 gold bounty.
If caught, you will have to pay the penalty, and you will lose the horse but if you manage to run away,
then you don’t have to worry until you get back into the same town from where you stole the horse.
Stolen Vs. Owned Horses
The only difference between the stolen and the self-owned horses is that the stolen horses will run back to their owners/stables if you get off them, but your own horse will stay at the place where you left it.
All the horses have the same movement speed, health and stamina. Only distinctive part is their different colors. They will also help you in battles and attack your enemies. Following two horses have different attributes from the standard/wild horses.
Shadowmere: This horse has a better stamina, more health and a unique look. It is obtained if you participate in in the Dark Brotherhood quest line and complete the quest The Cure for Madness.
Frost: Frost has a better stamina, and it’s obtained by doing the quest Promises to Keep (Riften).
Note: If you fast-travel with a horse, then the horse will also travel with you, even if you lost its location and are not mounted/near it.