Everything started in New York, where Grace lived. She went for a ride with her good friend Judith and their horses. Judithís horseís name was Gulliver. That day they both (Judith and Gulliver) died. Grace injured her leg, so it had to be amputated. Even her horse, Pilgrim, came out of this day hurt. This moment Pilgrim started to behave quite strange and donít believe people. Grace changed herslef too. She was sometimes very depressed.
The first sentence is a good opener. In the second sentence, delete and their horses. (You don't go for a ride with a horse.) Unfortunately, you omit a bunch of necessary information. What happened to Judith and her horse? Why did they die? What happened to Grace? How did she injure her leg? You need to supply the information that was left out.