...so what are you gonna name him/her? m- Rowdy (Days of Thunder character) f- Roxy (no explanation needed)
A real pony... As in an Equus ferus caballus, or a My Little Pony that has somehow made it to our world?
I would give it to my older sibling who lives near a multitude of farms to find a proper home for it, seeing as I lack the proper means and space for a small horse. Naming it would just get you attached which would make giving it away difficult.
I would want it to be female, sooooo... if it were a light ice blue with blue eyes and mane along with the tail, the I'd name her FrostPoint.