Faithful Friend is a secondary quest in White Orchard, available only during the epilogue of the Main Quest: Something Ends, Something Begins (II).
Name: White Orchard
As you step out of the tavern in White Orchard, you will see a peasant trying to calm a horse. He is unsuccessful, however, and the horse gallops off, typically across the Woesong Bridge.
Following contains quest spoilers. You’ve been warned
Catch the runaway horse.
Follow the horse’s trail until you come across a soldier resting next to the horse. Talk to the soldier to find out that he is the horse’s master and that the faithful horse is now back with his owner.