So I did the quest 'Promises To Keep' and at the end accidentally persuaded the guy to give me 'Frost'- which I thought at the time was a weapon. Nope. I got a horse. What do I do with it? I have a follower (Erik the Slayer) and we hike everywhere. If I ride the horse, he gets left behind. I can't fight on the horse.

What's the point of horses? I can't fight on them, I can't carry my follower, I can't load them up with things as a pack horse. I'm sure I can't take them into caves and towns and such.

theyre better at getting up mountains than you are. thats about it. if you want to get rid of her, youll have to kill her.

I know, I hate that. I'm stuck with Shadowmere following me all over and wrecking my stealth approach!

In Oblivion you could leave your horse at a stable if you didn't want it to go with you on a quest.

So you can't leave the horse at one of the town stables? It follows you forever?

I don't want to kill the thing, I just ... don't want it.

I tried walking all the way from one town to another in hopes that he'd stay there. But as soon as I fast travel again, he's back with me.

Pretty stupid if you ask me.

You should be able to part ways like you can with a follower.

After having Shadowmere follow me around on the first playthrough, I made sure I never got on her on the next playthrough, and she just hung around at the mud puddle.
'
OP if youre on PC and you really dont want to kill her, you could just ~disable her.

Console user, here.

Thanks. Damn.

Ride out to a Giants camp, trot into the center of the camp, dismount Frost by one of the Giants and run like the billy-o.
Turn and watch as Frost flies majesticly across the sky.
Problem solved.

If you don't fast travel anywhere, your horse will not follow you around. But as soon as you fast travel it will magically appear at the destination with you. Regarding your original question about what horses are good for, one nice thing is that you can get ridiculously overencumbered and if you climb onto your horse you can still fast travel, which you cannot do on foot. I use this feature all the time to fast travel back to town and sell loot after lengthy dungeon crawls.

They are MUCH better at this. In addition, they are good at getting you into the Thalmor Embassy if

Reload to a save BEFORE you get Frost? Only thing I can think of to help since you're on console....

or take her with you onto battle, shell die pretty quickly at someone elses hand.

enjoy louis letrush stalking you and cloning himself