A filly is a young female horse or pony.
A colt is a young male horse or pony.
A foal is a young horse or pony of any gender.
I should note that "foal" is used more for really young, baby equines, though, as opposed to "filly" and "colt" which can refer to "teenage" ones as well.
...and in case anyone was interested, a mare is an adult female horse/pony and a stallion is an adult male horse/pony. (SPOILER)And a gelding is a horse who has been castrated and is without his boyparts![]()