The item that you are looking for is called a halter. Horses are trained from an early age with the halters so that they are used to wearing them, and don’t get too uncomfortable. Always be sure that the halter fits the horse correctly and is not too tight or too loose. You should be able to find halters at a livestock feed store near you. If you’re in a rural area, you may be able to find them at your closest discount store also.