You should add more perimeters and more infill in the height of the legs. Otherwise you tend to break the legs of the horse while removing the support structure.
I'm going to post a file with structure beams made with meshmixer for you ;)
I added the unicorn horn in meshmixer to the horse and adjusted size, position and orientation. First try - nice tool for beginners :)
Then I experimented with the support structures within meshmixer - also nice tool, but I advise to do some test pieces to get a better feeling...