So, a colt is a male horse under four years old (Also a brand of revolver. And a professional football team.), a filly is an immature female horse, and a foal is a horse baby (I'm sure that's a technical term). Adult male horses are stallions (and Italian Stallion is a movie from 1970 starring Sylvester Stallone), and adult female horses are mares. And, Wikipedia so gently tells me, "desexed" male horses are geldings (for some reason, saying that the horses are "desexed" jars me more than just saying that their balls got sliced off). Finally, a pony is a horse of small stature, standing less than 14.2 hands high at the whithers.
Although firey-tempered breeds of horses, like Arabians, are never called ponies, regardless of height.
(Pssssssstttt. Check out Logan's Facts About the Sun. I like that he stepped in when I was too tired to write it myself.)