As the party travels along the road they notice a pony (or horse) up ahead that is off to the side of the road and appears to be watching the party approach. After getting closer the party can see three dead orcs on the ground near the pony. DC 10 Investigation to determine the orcs were killed within the last hour, but probably not within the last 10 minutes. The orcs have standard orc gear.
The pony seems intelligent. It can nod or shake its head Yes or No in response to questions. DC 10 Insight check to deduce that the pony wants to lead the party somewhere. The pony wants to lead the party away from the trail into the forest. If the party follows, they travel 5 minutes, then come upon two more dead orcs and also a dead (human/halfing/etc) fighter. Upon further inspection, the fighter is not dead, he/she is unconscious. DC 15 investigation reveals that one of the orc has been trampled to death by hooves. DC 10 investigation reveals the fighter is actually a Paladin of (you decide).
Assuming the party cures the Paladin, they learn that he was attacked by orcs, and was defeating them despite taking much damage. He chased the remaining orcs and killed two more but then his steed was surprised by an orc and threw him to the ground knocking him unconscious. Apparently, despite being startled, the pony killed the orc. The pony is smart because it is an intelligent steed (Find Steed), not a real horse. The paladin says he was thrown because his regular mount was killed recently and he does not have the same bond with this magical steed. The Paladin is grateful and may offer the party information or even assistance as a fighter until they reach the city he was traveling to.