Skeleton horse sounds wild enough on its own. Atom wants to ask what it is, but compared to the other things on the list, it quickly starts to sound less bizarre. Skeleton horses are most likely what they sound like. But the last two...

"I've never heard of someone riding any of those, other than regular horses. We don't have skeleton horses, or... Lynels? What's the Lord of the Mountain? It sounds important!"

He really does ride beasts! Maybe a tiger would work out for him.