Where did you get that horse?
Go west of Highland Stable. The stable is located in the Faron province, which is southwest of the Necluda providence (the providence where Kakariko Village and the Dueling Peaks stable is). Go west from that stable until you reach this desert like area that has some thinly spread out trees with thick trunks. The Big Horse will be in the middle of a circle of regular sized horses. Also, it will be more difficult that usual to tame, so pack up some stealthy gear and elixirs to keep coming at it. The area you find it in is surrounded by some strong monsters, so be careful riding the horse back to the stable to register it.