You should already have the first one from completing the tutorial mission.

Horses will allow you to get around faster and outrun any dangerous bandits who might want to pick a fight. They will suggest someone and give you their last known location. If you're having trouble, you can talk to any noble you run across (even one you've already talked to for this quest) and ask them who might be able to tell you more about the battle.

The nobles who can fulfill this objective are scattered across the realm, so you'll have to travel far and wide to find them. First, you'll need to progress the main story quest by speaking to 10 different nobles about the Battle of Pendraic.