If you don't have a steady income then the first order of business (in my opinion) would be to find a job. Even if its just a part time, that's still something. Just make sure its consistent though, lol.
I work two part time jobs both pay very well. However one is very inconsistent sometimes they have work lately they haven't. Definitely not something rely on in terms of paying the bills. The other job I have is very good but its only a temp job since I still go to college( if it weren't for my awkward class schedule I'd be working there full time.) However there is a possibility
of me getting an offer here, but its not official. Anyway rambling here, the point is I know what I take home every pay period and with that knowledge I budget.
Alex S is right though only you would know, every situation is different. The main point right now is that you need some income coming in before even thinking about moving out. I don't know much about owning a horse but I know one thing they are expensive.
Get a pen and paper and start budgeting your current costs.
I also live with my parents but I still budget , even though I don't have much in terms of bills other than the "basics" it still adds up. Even though my life consists of school, work, study, and sleep lol.