Queen Mab's name betokens danger for Marianne. I invite anyone who isn't familiar with Mercutio's wonderful "Queen Mab" speech in Act I, Scene 4 of R&J to read it (easily available online).

We've already seen how the speech alludes to the fact that "dreamers often lie". Barbara delicately pointed out above that it gets quite coarse referring to maidens who, er, cease to be maidens, shall we say (see the line "This is the hag, when maids lie on their backs..." near the end of the speech).

No, no, 't'will not do; if Willoughby's giving Marianne a horse is a bad idea to begin with, giving her a horse named Queen Mab, of all things, is an open proclamation to the world of certain intentions.