Not a stupid question, worked in a feed store for couple years, never heard term fine stem hay, maybe grass because the stems are finer and bendy? Stemmy hay is where it is all stalks and leafy hay has more green leafy stuff which is richer and more nutritous. And to keep her from colicing just switch to a grass hay, possibly one that matches what is growing in pasture, but any grass, but don't switch straight to alfalfa, because she needs time to build up enzymes to digest it so at first it just runs through her system without actually digesting. If she goes back out to pasture where you move her/him (can't remember now) you might catch it eating other horses poo. This gets the enzymes into their system just a baby does with its mother. Otherwise, I'm sure it will be fine. You sound like a great soon to be new horsey mom!
Troubled TB ~"A thorn by any other name will prick just as deep." @-'--,---