Hello and welcome to the forum.
Congrats on getting the filly, mustangs are amazing horses. I have 2 that I did all the training on and the only thing that I noticed that is different between them and other colts is that they have a heightened fight/flight reflex. They will sometimes see the boogeyman in places most other horses won't. They take a while to build trust in you but once it is there, IT IS THERE. Once they kinda figure out that nothing from he human world is going to eat them, they can really mellow out. This won't be true of all of them, of course, but that is what happened with my 2.
I would love some pix of your filly. I am always anxious to see other mustangs.