In the wild, horses forage, which means they eat grasses—including some that form seed-heads, like oats—as well as the tender young sprouts of plants, bushes, and occasionally trees. Sometime after humans domesticated horses, they realized they had to do something for the lean seasons, when the grass was covered with snow or otherwise unavailable. Eventually they figured out how to cut it, dry it, and bale it—round bales, rectangular bales, big bales, little bales. Grass hay remains the staple horse feed to this day. Almost everything about the horse, from his teeth to his fear of wind, evolved because he eats grass.

In climates with plenty of rainfall, like parts of Germany, horses can and do live on pasture grass—at least during the summer.
Suppose you don’t have a pasture. What should you feed your horse? When you bought him, you probably asked his previous owner what he ate, and you fed him the same thing—at least for a while. What kind of hay you feed depends, for the most part, on where you live. Since alfalfa grows very well in the high desert, it’s cheaper than any other hay I can buy, and of excellent quality. But because it has such a high protein content, many people think it “heats up a horse,” meaning, it gives him a lot of (unnecessary) energy. An aside: all horses, no matter what you feed them, should be turned out, longed, ridden, or otherwise given the opportunity to run around and be a horse at least every other day.
How much should you feed your horse, and how often? Veterinarians don’t like to hear about “flakes,” even though that’s how most people measure hay. Because of the way it’s cut, hay bales will break apart into small sections, and as a very rough guide, a standard bale of #1 alfalfa (meaning it has a lot of leaf in proportion to stem) should last your horse about a week if you feed one flake in the morning and another at night. Feeding by weight is more accurate, but impractical for most owners. A mature, thousand-pound horse ridden for pleasure several days a week should eat about 20 pounds of hay a day.
Technically alfalfa is a legume, and because of its protein content, some horses will do better on a blend of alfalfa plus a grass hay like Bermuda, orchard grass, or a local grass. All grass hays can be fed alone, too—meaning, without blending them. But Bermuda, in particular, can form impactions, and should be fed with small amounts of alfalfa or a cereal grass like oat hay, timothy, wheat, or barley. And some local grass is so low in protein you have to boost its nutritional balance by adding another type of hay—preferably alfalfa.
Some owners prefer a blend of cereal grass with a “simple” grass like Bermuda. Most horses like cereal grass hay. Unfortunately, so do rodents, and rodents draw snakes. We have enough rattlers hanging around; I see no point in inviting more. Unless you own a performance horse, he doesn’t need grain. If you think he’s too thin, or you wish he had more energy, ask your veterinarian what to do. She will probably tell you to forget about the grain and adjust the amount and type of hay you feed him.
What does the wind have to do with all this? Because horses are grass eaters, even today they are easy pickings for predators like cougars and wolves. To compensate, horses are gifted with very acute eyesight. To them, if it moves (think about a plastic bag blowing in the wind), it will kill them. If they run away, they live to eat another day.