A lot of people say that a horse knows its name, so changing it wouldn't be very smart because then the horse wouldn't know what you were talking about when you scream some other name at it.
However, I learned this from my dog. Most of the time when you call a horse, or any animal for that matter, by a name. You say it in a "certain voice"
My dogs name is thorn.
Sometimes i'll call him puppy
Or poopy dog. Haha other cutsie names like that.
And he responds to all of them very easily. He recognizes my voice calling for him. Dogs are smart, and I know that horses are just as smart to understand that when you're calling them, they'll understand.
You can tell a gelding, you can ask a mare, but you must discuss it with a stallion.