Okay, so the merchant gave me a horse... And at that time I didn't have stables... I picked one and it didn't appear.
Q: is it needed in a later quest/event?
PS: I tamed a stray dog, Raptor, and a wolf.
unless you build the stables you dont keep it, you can encounter the event again if you wanna get the horse though. thats how it worked for me since i also didnt build the stables my first time XP
Don't they send the horse to the bareshade stable if you dont have your own?