You see... I do not care. But if you need me to pick.
Show me what a horse used to be. It started as goop. Walk me through its evolution. Show me the links.
		
		
	 
Horses?  Okay.
The first animals that we would call horses lived about 10 million years ago.  You can read about the evolution of these early horses to modern forms 
here.
They are members of the odd-toed ungulateswhich have members in three groups today, as described below:
    ORDER PERISSODACTYLA
        Suborder Hippomorpha
            Family Equidae: horses and allies, seven species in one genus
                Wild horse, Equus ferus
                    Przewalski's Horse, Equus ferus przewalskii
                    Domestic horse, Equus ferus caballus
                African Wild Ass Equus africanus
                    Domesticated Ass (Donkey) Equus africanus asinus
                Onager or Asiatic Ass, Equus hemionus
                Kiang or Tibetan Wild Ass, Equus kiang
                Plains Zebra, Equus quagga
                Mountain Zebra, Equus zebra
                    Cape Mountain Zebra, Equus zebra zebra
                    Hartmann's Mountain Zebra, Equus zebra hartmannae
                Grevy's Zebra, Equus grevyi
        Suborder Ceratomorpha
            Family Tapiridae: tapirs, four species in one genus
                Brazilian Tapir, Tapirus terrestris
                Mountain Tapir, Tapirus pinchaque
                Baird's Tapir, Tapirus bairdii
                Malayan Tapir, Tapirus indicus
            Family Rhinocerotidae: rhinoceroses, five species in four genera
                Black Rhinoceros, Diceros bicornis
                White Rhinoceros, Ceratotherium simum
                Indian Rhinoceros, Rhinoceros unicornis
                Javan Rhinoceros, Rhinoceros sondaicus
                Sumatran Rhinoceros, Dicerorhinus sumatrensis
The odd toed ungulates evolved from earlier groups, as you can see in the diagram about halfway down 
this page.  They stem from a group of placental mammals called the 
Laurasiatheres, which in turn evolved from a group called 
Eutheria, which is the name given to the all placental mammals.
You can see a diagram of how mammals in general evolved from earlier groups 
here.
Therapsids themselves evolved from the 
Sphenacodonts, which include the well-known Dimetrodon.
Before then, the lineage can trace its line through reptiles, amphibians and fish, then through earlier invertebrate life forms before its origin at the dawn of life.