It seems like everyone in Norse mythology had for themselves a type of animal that could carry them everywhere in Nine Worlds.
The Queen of the Dead, Hel, who was also the daughter of Loki, had for herself a three-legged horse.
The horse was named as Helhest. While the horse Sleipnir of Odin had eight legs, Helhest of Hel had only three legs. “Helhest” simply means “Horse of Hel”.
One cool thing is that the horse of Hel appeared in many of the 19th Danish phrases. For example, “han går som en helhest” means “He walks like the horse of Hel” depicting abnormal footsteps of the man.
In the folklore, Helhest carries Hel along anywhere in Midgard to fetch the dead.
Many people might question why Helhest had only three legs. This is usually explained that he was the ghost of sacrifice from the burial grave. It was a bad luck to be the first to be buried under the grave. So people would cut off a leg of the horse so that it could not escape.
Also read: Hel, Norse Goddess of the Underworld