How Do You Make the Horse You Are Riding Be Your Trusty Steed in the Game "Red Dead Redemption&
Instructions
1Ride your horse to the nearest town. Use the in-game map, which can be accessed from the “Pause” menu, to check for towns that are close to your current position.
2
Check for hitching posts in front of the various buildings within the town. You can usually find hitching posts next to saloons, general stores and sheriffs' offices.
3
Move your horse to the front of a hitching post. Make sure that there are no obstacles between the hitching post and your horse.
4
Hitch your horse when prompted. Press the “Square” button for PlayStation 3 or press the “X” button for Xbox 360. The game will perform an autosave and notify you that the horse is now your "trusty steed."
Source...