You were strolling around in the cold region of Hebra, by the mountains. You were looking for Rito village, or a stable to stay in to rest for a bit before exploring the region more.
As you were strolling you came by a group of wild horses, you noticed a stable in the distance as well. You were thinking about maybe trying to tame a horse, since there was a stable nearby to register it.
As you were trying to sneak of and jump on the horses back you heard a snap of a branch and the horses ran, the one you were trying to take almost kicked you in the face if you had not accidentally dodged.
Link was watching you, before he had stepped on the branch. He was just curious is all. He wondered if you would actually be able to take a horse, but after him making noise, probably not. He tried to stay hidden.