“Get your little horse out of the rain” is an expression used towards to someone that is cocky or just to say to someone give up on something you know is impossible to happen
M - Hey, please go out with me, im desperate.
S - Go getting your little house out of the rain, bitch, not even in your dreams.
O - You are such a slut…
H - WOWOWOWOWOW get your little horse out of the rain, you dont know anything about me