An interesting question. I have a feeling famous horses would have pretty predictable things to say--racehorses like Secretariat would be very jumpy and have very repetitive thoughts like "Gotta go, gotta go," and horses like Totilas probably have 10-track minds and would be putting all the pieces together brilliantly (unless they are being rollkured to death of course).
The horse I think would be most interesting to talk to is a rescue at Gentle Giants named Kanin. Not because I really like him...because I just don't get him at all. He is a Paint/draft cross that came to the rescue years ago with his brother (who I think has been adopted out), and despite continued efforts by the rescue staff and volunteers (who are much more patient than I!) he is still nutty as a fruitcake. Still a holy terror to be caught, still afraid of the feed bucket, still convinced that every day humans wake up with the sole purpose of finishing him off once and for all. And of course he has back problems. There are a select few people who have had some success with him, but it's been agonizingly slow. I just don't get how he doesn't learn. If I remember correctly, the theory when he and his brother arrived was that they had been hit in the head, so brain damage is a possibility.
I would love to know once and for all if there is some crazy backstory we don't know about, or if there just is not much going on in that little walnut of a brain. Maybe he has memory loss like in 50 First Dates, so every day everything is new and terrifying all over again.
What about you all? Do you know of a rescue horse with weird/mystery habits whose story you'd love to hear?