Make the mane.
Cut 24 pieces of yarn (each 12" long). Fold each piece of yarn in half. Place the folded end under the yarn on the horse's neck and then thread the ends through the loop to attach it to the yarn on the neck. Repeat, using six pieces on each section of yarn to make the horse's mane.
Cut six pieces of yarn (each 8" long). Attach them to the horse's forehead the same way you attached the yarn to make the mane.