The Horse Guai (also called Ma Tianba) is one of your unlikely allies in Black Myth: Wukong. You can encounter him in five different locations, with your search running parallel to his.
Ma Tianba appears in set locations, quickly becoming a common (and anticipated) sight on the Destined One’s road. You likely must talk to the Horse Guai in a chapter for him to appear in the following one. The questline ends fairly early into Chapter Five, after you’ve taken down a story boss, so make sure to talk to him in all other locations before then.
