We have a stallion who LOVES spinning lead ropes and blankets and anything he can pick up around his head. The funny thing is his foals are all the same. .....
It does seem to be genetic...we have 3 generations...
Our broodmare, Mandy, daughter Lady, and now grandson Buckshot are all "mischievous" ones. A bucket of brushes or tools is guaranteed to be dumped, picked through, and they will walk off with their favorite one. Lady loves to untie herself, and then everyone else.
They steal hoof picks out of your back pocket.
All the gates are chained with snapbolts or they will open the gates (after we found Lady on our deck looking in our back window on Christmas eve a couple years ago).
One morning I found that Lady had reached over the divider and stolen our straw broom and was swinging it around at all the others chasing them all away.
We gave Buckshot (the foal) a bright orange, cloth covered, "flying squirrel" dog toy (flies like a frisbee) that he loves to take in his mouth and run around the pasture.
I could go on and on....but they will NOT play with a "horse toy", e.g. a jolly ball