This is book number 2 in the Adventures of Syrus series.
Caroline takes Syrus, her horse, somewhere he's never been, and, while she's not looking, he wanders off on his own.
Syrus has a big adventure-he gets lost, roams around in the woods all alone, and discovers the ocean for the very first time
Caroline gets very worried when she finds out he is gone and goes searching for him. It's a scary day for both of them, but she finds him on the beach and they have a very happy reunion.