My other horse is full grown, and he grows hair by his mane, enough that it sticks up and is definitely longer (it's about 2 inches long) than the hair from his coat. It always comes out when he sheds out.
My filly has something similar, only hers is really long and thick. It has the same texture as her mane, but she's young, so it is still soft anyway. There is a photo below.
I don't want to pull her mane or anything until that falls out, but I'm not positive it's there because of winter. I did pull her mane last year, when she was just a weanling, so I'm wondering if it's just old hair that grew back. I don't know, though, because it is growing from the top and you obviously pull from the bottom. Since she is young, it may be winter hair. I can't tell!
Can you tell if this is just winter fuzz, or actual mane?