From other discussions:

Emperor Caligula once allegedly replaced his consul with a horse (probably as an insult to the Senate, not because he was insane, but that's a different story). One of the Lunatic trait events involved this, replacing your chancellor with a horse. Before the most recent expansion the event was just flavor, but in Conclave they actually spawned a horse character that became your Chancellor. While you can't land or marry the horse due to a "horse" trait, some enterprising person discovered that you can make them a bishop. If you make them a bishop, horse ethnicity courtiers will begin to spawn in their court, but without the "horse" trait that prevents them from marrying and being granted titles. So you can grant titles to horses, and marry them, and have ethnically horse children, and eventually play as a horse at the head of an all horse kingdom