Ponyta

Ponyta is a fiery stallion Pokemon. It literally has flames that takes on the form of its mane and tail. This can make it very hot to touch but if a person, such as its trainer, were to gain its trust and bond with it, they can ride on it easily without getting burned.

Ultimate Story
Link owns a Ponyta of his own. He nicknamed it after his own trusted stallion back in his home world of Hyrule, Epona.