Pegasus

Pegasus is a character from Kingdom Hearts II. Pegasus is a flying horse and also best friend of Hercules, made by Zeus' magic. He lives at the Olympus Coliseum. Although he is a major character in the Disney movie "Hercules", like Megara, he does not appear in a Kingdom Hearts game until Kingdom Hearts II.

Kingdom Hearts II
Hercules (1997)

''A beautiful horse that can fly just like an eagle, Pegasus is Hercules' loyal partner. Hercules' father Zeus created Pegasus from a cloud and gave him to Hercules when he was a baby.''

Hercules and Pegasus were separated for a while, but they were reunited again when they grew up.

Kingdom Hearts II
During Sora's first visit, Megara is captured by Hades and Sora and the others go off to rescue her while Hercules fights the Hydra at the Coliseum. When Meg is finally found, Pegasus takes her to safety. When they all return to the Coliseum, they find it destroyed by the Hydra, making Hercules fall into a depressed state. During the battle against the Hydra, Pegasus helps Sora by letting him ride on his back to attack the Hydra's multiple heads.

During Sora's second visit, Pegasus is only present to take Meg to safety after Hercules saves her from the Styx river and restores his confidence in the process.

In the end credits, he is seen enjoying the view of the rebuilt Coliseum with the others.

Trivia

 * In kingdom heart II when the player goes up to Pegasus and talks to him it neighs and displays it feeling (e.g [neighs urging you to go to the coliseum])