when you start, you will have nothing. no horse. no shoes. barely any instruction. just a blank staring avatar and a world thats far too big to travel on foot. other players may see you and help you, but if they don't then you're on your own.
the 'wilds' of this game are essentially endless. it's stated that it would take ~3 months real time of running the fastest possible horse to go from one end to the other. there's usually 200+ users online but you only run into them in towns because the map is so ridiculous.
they spawn randomly in the wild, sometimes in herds, and you get to catch them all (as long as you have space). you also have 1/250 chance of catching a rare horse breed in the wild, which is a very exciting treat and makes catching horses INCREDIBLY addictive.
the basic premise of this game is. well. Horses. So many horses. there's an incredibly intricate system to generate endlessly unique horses, primarily through finding them randomly in the wild.