First man to have a horse (4)
I believe the answer is:
adam
'first man' is the definition.
(first man in the Bible)
'a horse' is the wordplay.
'horse' becomes 'dam' (I can't explain this - if you can you should give a lot more credence to this answer).
'a'+'dam'='ADAM'
'to have' acts as a link.
Can you help me to learn more?
(Other definitions for adam that I've seen before include "Early man" , "Scots. architect brothers" , "the first orphan?" , "Man No. 1" , "__ Smith, author of The Wealth of Nations" .)