So i was using my horse to climb a mountain as most people do on Skyrim, nice little shortcut... And i decided to get off my horse mid-way, then fell through the mountain and died, like literally through the mountain- then had to start my travels MILES AWAY again. Curious as to if this is actually a glitch people have came across before or if it is just my game?

Probably one of the most universal glitches in video games all together. Falling through the map is very common in games although it has only happened to me once in Skyrim.

So you basically fell through the map? I've had it happen once. Sometimes it occurs when you're getting to and walking on certain areas that you're not meant to nor expected to. For example, scaling a mountain and climbing up a very steep side, one usually too steep for most characters. I was actually in Solitude near Proudspire Manor when it happened to me. So what I mentioned isn't always necessarily the case. I'm sure it's pretty annoying but I was fortunate enough to not die. Just took a minute for the game to understand what was occuring and snap things back to normal. This is also why we always do our best on here to remind everyone to save early and save often. Might just help your entire character from falling victim to a game-breaking bug. Or in your case dying and realizing you haven't saved in quite a while.

Oh, and by the way, I like your avatar. Very nice.

This ^^^ absolutely.

I've never fallen through the map in Skyrim for what it's worth.