If you want to ditch your starter horse in Red Dead Redemption 2, there are a few ways of doing it. My personal favourite is to ride it off a cliff or set it on fire. (These steps are completely optional, you don’t actually have to kill your horse to change it).
Changing your horse is actually as simple as removing your saddle. Stand next to your mare and lock on. Choose the option to remove your saddle, then walk up to your new horse, lock on, and place the new saddle on that.
This is handy for a quick fix if your horse dies on your travels – just shoot a rider from their horse, calm it, then move your saddle over. This will mark the new stallion as your main horse, as well as transferring all your equipment over.

If you want Red Dead Redemption 2’s fastest horse, we have a guide on that, too.
There is another way to change your horse as well. Simply buy a new one from a stable and it becomes your main horse, saddle and all.