Perhaps you're thinking of another famous general? If you can provide more information about the general you're looking for, I can help you find the names of his horses.
What were the names of General John J horses?
There's no record of General John J. Pershing owning any horses. General Pershing was a famous American general who led the American Expeditionary Forces in World War I. He is known for his military leadership and not for his horse ownership.