Choosing anyone is almost the same, haha. Horse is Unicornis. I chose Leopardus (Leopard).
By the way, you can refer here for a beginner's guide. It covers almost everything you need to do and there are tons of advices. Once you're familiar and comfortable with the gameplay, you are welcome to look for specific guides from the main entry (the sticky threads). If you need more help, please ask at the walkthrough thread!