Epona is a main character in many Zelda Games. Epona is the companion of Link she makes it easier for Link to traverse across Hyrule. In many games Link gets a variety of His Weapons that he can use while riding Epona.
The Legend of Zelda: Ocarina of TimeEdit
In Ocarina of Time as a kid after Link has awoken Talon front beside Hyrule Castle. Link can go talk to Malon and Learn Epona's Song. Then in the future when you go to race Ingo you can play Epona's song to call Epona. If you win twice against Ingo then he will give you Epona but only if you can escape the ranch by jumping the fence.
The Legend of Zelda: Majora's MaskEdit
In the beginning cut scene you see the skull kid steal Epona from Link. Later Link can go to Romani Ranch on the first day and play a game with Malon to win Epona's song. Which Lets Link call Epona in almost any place.
The Legend of Zelda: Four Swords AdventureEdit
During the Hyrule Field Stage Link can save Malon when he does he can pick up carrots to cal Epona. When using Epona Link is invincible and can run over enemies.
Link starts out with Epona and can use Horse Grass of the Horse Call to call Epona.