[And so he'll explain it; it's difficult for him to forget the details of a chocobo, given how prominent they were on Eos. (And given his fondness for them, though that is not an impression he may ever give so openly to those who do not know him.)]

Instead of horses, we have chocobos. They are large, yellow birds, that make noises like "kweh" and "wark" instead of... well, whatever sort of noises these creatures make.

[He gestures at his own horse, who nickers a little.]

They do not fly -- most of them do not, at least -- but they are very quick. A very effective way to travel, if you have nothing else at your disposal.