hoofbeat plains, under explore. you can read about how to catch them here, plus there are many threads in the help section asking how to catch wild horses.

Ty! The wiki wasn't very helpful on HOW to catch wild horses tho, so how do I equip a lasso or whistle and catch a horse?

you don't equip them, when you have either of them in your inventory the button will be available to click when you are trying to catch a horse.

Ok thx for the help! I can't wait to catch my first horse :)

good luck!

Whenever I use a lasso the horse runs away, how do I do it?

It depends on the horse, I do not use lassos at all.

Sometimes the lasso works and sometimes it doesnt unfortunately