Whatt!
It is called a neigh. A softer one could be called a 'whinny' or a 'nicker'
a neigh or whinny
Neigh or whinny
The most common noise a pony makes is a "neigh" or a "whinny" sound.
Neigh Whinny nicker
A neigh if it a loud full call that sounds like the horse is saying: neeeeeeiiiighhh!, a whinny if it a high pitched call that sounds like the horse is saying: whinnnnnny! and a nicker if it is a low repeated sound that sounds like the horse is laughing. The nicker is quieter than a whinny/neigh
The sounds a horse makes are usually written as a "neigh" or a "whinny".
neigh, whinny, cry, call, sound
there is the scream which is typical heard of weanlings who are calling for ther dam (mother) or of herd bound horses. But there is also the whinny/neigh which is a high pitched sound that drops in octives as it goes on.
A horse can make a load of sounds: Snort, grunt, whinny, neigh and nicker. Also the younger the horse the more high pitched neigh it makes.
Whinny. (A higher pitched neigh)
The sound a lamb makes is referred to as a "bleat".