|"Is this all real? Or has this been happening inside my head?"
The topic of this article is of a real-life subject that has been mentioned "in-universe" in a canon source. The Harry Potter Wiki is written from the perspective that all information presented in canon is true (e.g., Hogwarts really exists), and, as such, details contained in this article may differ from real world facts.
A dapple grey horse is a variant of the general grey horses, being an intermediate stage not seen on all grey horses, consisting of a dark hair coat with "dapples," which are dark rings with lighter hairs on the inside of the ring, scattered over the entire body of the animal.