The name of the horse Willoughby wanted to give Marianne, as I'm sure many of you realize, is a reference to Romeo and Juliet.
In Act I, Scene IV, Romeo and his group are on the way to the Capulets' party and Romeo mentioned that he had a dream the night before. Mercutio replies "O, then, I see Queen Mab hath been with you." He then makes a very long speech (that becomes quite the rant and turns a romantic-seeming fairy story into something quite dark and quite vulgar), during which we learn that Queen Mab "gallops night by night through lovers' brains, and then they dream of love."
I always think that JA does not casually throw in references or names, but always means to suggest more by them. I'm sure this was intended to be very suggestive and that the reference did not escape Marianne. In fact the whole association of Willoughby with horses and being a bold rider and galloping on the downs together seems rife with the implication of passion.
It is also interesting to note that in the scene from R&J, Romeo is talking about his feelings of romantic love, but Mercutio twists his words around into something off-colour.
After Romeo stops the speech, Mercutio says this:
True, I talk of dreams,
Which are the children of an idle brain,
Begot of nothing but vain fantasy,
Which is as thin of substance as the air
And more inconstant than the wind...