The Walling of Asgard and the Birth of Sleipnir
Pegasus is the winged horse in Greek and Roman mythology. Pegasus is the product of Poseidon's rape of Medusa, the snake-haired woman. On another occasion, Poseidon, like Loki, transformed himself into a horse. Poseidon's role as the horse-god might explain why his offspring with Medusa was a horse. Just like how Sleipnir is obedient to the king of the Norse gods, Pegasus is obedient to the king of the Greek gods, Zeus.