Epona made her first appearance in Ocarina of Time. Link first met her at Lon Lon Ranch when she was only a young foal. Epona appeared to be wild and untamed, shying away from Link when he approached her. Only Malon could get close to Epona. After Malon teaches Link "Epona's Song" on his ocarina, Epona develops a fondness for Link and stops acting wildly around him.
When Link came back to Lon Lon Ranch as an adult, Epona had become a mare. Unfortunately, Ingo, the ranch's caretaker, had been given control of the ranch by Ganondorf, the King of Evil. Link plays "Epona's Song" to tame Epona and challenges the unknowing Ingo to a horse race. After beating him two consecutive times, Link is given the horse, whom Ingo suddenly recognizes as Epona. However, he locks the two inside Lon Lon Ranch. Link and Epona, however, escape the ranch by jumping over the fence with the greatest of ease.
After this, Link can call Epona to him and ride on her anytime he wanted to by playing "Epona's Song". Epona can jump over short fences and even over Gerudo Valley in a cutscene, but the canyon can be crossed by shooting the Longshot at a bulls-eye.
In Majora's Mask, the direct sequel to Ocarina of Time, Link is seen riding Epona in the Lost Woods at the outset of the game. The two are ambushed by the Skull Kid, a mischievous being wearing a strange mask known as Majora's Mask, and his two fairy companions, Tatl and Tael. After regaining consciousness, the Skull Kid steals Epona, but Link tries to hang on to her. However, he is unable to hang on for very long, and falls off. He chases them into a hollow tree, and falls into a portal.
Link finds himself in the land of Termina. Before he is turned into a Deku Scrub by the Skull Kid, he tells Link that he has disposed of Epona. Link later finds her at Romani Ranch. Link tries out to be the assistant of Romani the ranch girl, and Epona is his once again. He is taught "Epona's Song" again, as well. Link utilizes Epona's skills to cross a fence that blocks the way to Great Bay.
In Twilight Princess, Link can ride Epona from the very beginning. However as Epona's name can be changed she can be known as anything. Link and Epona usually work tirelessly on Ordon Village's ranch, gathering the grazing goats. After a day's work, Ilia, a horse-loving girl living in Ordon Village, usually takes Epona to the nearby Spirit's Spring, as the healing water there is good for her. The next day is the day Epona does not have to work, however, that all changes when the children Talo, Malo, and Beth run into the woods after a monkey that had been troubling the village. Link and Epona ride after them and chase it off.
After some horse training on the third day, Ilia sees that Epona has been injured jumping fences. Angered at Link's carelessness, she takes Epona to the Spirit's Spring to heal her injury. However, on this day, Link was supposed to deliver a gift from Ordon Village to Hyrule Castle. He cannot get there on time without Epona, so he runs after her with Colin, one of the village children. However, the road to the Spirit's Spring is blocked by Talo and Malo. Link gives them his Wooden Sword to pass by them. After traveling further into the woods, he discovers that the path to the Spirit's Spring has been blocked by a gate, but sneaks his way by it by crawling through a tunnel to the Spirit's Spring.
Link finds Epona and Ilia at the Spirit's Spring. He is forgiven by Ilia, but from out of nowhere, evil creatures known as Bulblins, riding huge mounts called Bullbos, appear and kidnap Ilia, Colin and Epona. The distressed Link meets Epona in Kakariko Village; however, she has been agitated by the evil creatures and gone wild. Link is able to mount her and calm her down. When he rides back to Ordon Village with the good news that their children have been saved, Colin is taken by Bulblins again, however, he is able to chase after them and reclaim him.
Epona can be summoned if Link uses a special kind of grass to play "Epona's Song". Also, later in the game, Link receives Ilia's Charm, which he can use to call Epona from anywhere besides the Snowpeak and Gerudo Desert provinces, as well as dungeons and other selected areas.
Though it may be disputed, a horse appearing very similar to Epona is seen with Malon near the North Gate of Castle Town, but not until after unlocking Malon's house first. This Epona is attached to a cart and supposedly holds the jars of milk that Malon sells in town.
One stage in Link's Crossbow Training involves shooting targets while riding Epona.
Epona is named after Epona, the Celtic goddess of horses, whose name and worship spread throughout the Celtic and Roman worlds. Today she is still honored and revered by those who follow the old religion.
Epona can be traced back under that name to the Gallic peoples of what is now northern France. However as these people, along with the Celts, are descendants of tribal peoples who came from the east, spreading up along the Danube Valley into central and western Europe, it is not surprising that kindred peoples have the horse as a primary totem deity as the horse would have been vital for a wandering people. These peoples, as Pagans today tend to do, associate the male energies of nature with horned animals, such as the stag.
It seemed natural then then that the mare became associated with the feminine aspects of nurturing and fertility. Early carvings of Epona often show her with foals or feeding horses emphasizing this aspect. In particular white mares were venerated - most likely because white was always seen as a "pure" color with deep spiritual connotations and also, unless specifically bred for, white horses are uncommon.