Nothing game breaking, really, but two issues that irritate me none the less, especially the first.

Maybe this is just the horse I have - I don't know. I'm only just at the cusp of 6 mb in on my first play through, and have only owned one horse (Frost from Black Briar Lodge), but I can't jump to the conclusion that he behaves any differently than all the other horses in the game unless someone tells me otherwise.
My problem with him is his insanely aggressive borderline-suicidal about to to get me killed for the third hundredth time attitude. I play a stealth/scout kind of character, and I can't seem to go out into the world and explore with my horse, park him (and command him to stay the way I would a normal companion), and take my MGS approach to the fight.
The stupid equestrian bastard thinks he's Conan the Barbarian. Doesn't matter if it's a skeever, a troll, or a dragon. If he is anywhere near a red blip on my radar, he runs off after it the second I dismount and attempts to trample it to death. Yes, even dragons.....

Aside from the fact that this is totally inconsistent with my playing style, it's also completely inconsistent with real horse behavior. They are skittish creatures spooked at the sight of a plastic bag blowing in the wind . So why, I ask, do Skyrim horses apparently all think they are The Terminator?

What's worse, I think my horse is almost stronger than my little thief is. He ruins the fun of all my battles. Even when I'm not riding him, if something major happens around the town I just fast traveled to, like say, a dragon attacks (as they tend to do), then not only am I attempting to fight the dragon without killing my dumb ass horse who just ran into the line of fire of my firebolt, but on one occasion in particular, when I was fighting a relatively weak dragon, I actually felt like I was competing with my horse to get the kill. WTF?

There is something disconcerting about watching your horse go toe to toe with a dragon, disappear in 2 or 3 back to back gouts of flame, and still come out victorious. Kind of makes it hard to take the whole "Big Scary Dragon" premise seriously.

So is Frost just a lunatic, or has anyone else noticed that their horse is a kamikaze psycho-naut? I mean I understand if the horse kicks back in self defense against a smaller animal, or a man . . . but fighting bears? trolls? dragons? Come on. That svcks. It's totally loony toons.

And now my second issue. This is more of a misunderstanding I had with the guards in Windhelm when an angry blood dragon swooped down upon me at my arrival than a "bug," but after my horse gave up on fighting the dragon, mainly cuz it was in the air and sadly Frost aint no pegasus, I actually got to enjoy a very intense, very challenging Dragon fight, the way a dragon fight should be, with a little help from the guard's archers. As I ran out of health potions and the dragon ran out of life, I was pretty desperate to finish off the dragon, so I unleashed an unrelenting force thu'um on him, and caught some of the guards in the blast. What happens is, literally as the dragon is disintegrating into a pile a bones, I get approached by the whole guard force, and amidst "Wow it's the Dragon Born" "Three cheers for the Dragon Slayer" I am getting my ass pummeled with arrows because of a little friendly fire. I had to yield and bribe the guards to overlook my "crime" after I slayed the dragon that was trying to barbeque their town. A little bit unrealistic, in so far as an alternate reality in which one fights dragons can be realistic. A little bit of a buzz kill. My companions understand I don't mean it when I friendly fire ... and when I accidentally singed one of the Whiterun guards in my very first dragon fight, all he said was "hey, watch it" . . . . it didn't result in his whole company going aggro on me like it did in Windhelm.
So I guess my point is . . . was there something overlooked in the AI in this particular dragon fight? Or was only because the first dragon fight occurred as part of a staged quest that the guards in Whiterun possessed the AI to understand the difference between friendly fire and criminal assault?
Either way, it's problematic. It's not as if there is a way to lock onto your target in this game, so a little FF from time to time is inevitable, and since a lot of major dragon battles seem to be happening in towns and amidst the guards, it seems like there should be something in the AI coding that can cope with this.

In short, both the horses and the guards in Skyrim have serious emotional problems and they need some programming-psycho-therapy to sort them out. Please.

"stupid equestrian bastard"

Lols were had.

Aye, the horses are mental cases in the game and attack anything on sight. I rarely use a horse actually as they get on my nerves.

I had the black horse from whiterun but got tired of the same thing. The stupid thing would run ahead of me after a fast travel and even try to get into a walled area to get after the baddies. I just don't have one anymore.

I wish there were horse commands or at the very least they would only fast travel to cities.

The mental issue of the horses doesn't really matter once you obtain . That little bastard owns everything like Conan the barbarian would =P

Ugh. But I don't want my horse to fight my battles for me. That's [censored]! Its a HORSE!

I actually felt relieved because I thought that my Frost finally managed to kill himself fighting the dragon in Windhelm because he didn't show up at the stables afterwards.
Then I finished the Night to Remember Quest and stepped outside of Riften to see him once more . . .staring at me with his big dumb eyes . . . I think I am gonna have to kill this horse

What concerns me is that this is the kind of thing which is obviously an issue that detracts from the game . . . yet the only way it will likely ever get dealt with is by the modding community,
And as I'm stuck on a console system, well, poo.

I don't seem to remember the horses in Oblivion being anything like this.