Initial thoughts
Pegasus is a winged horse in Greek mythology. It is usually white and helps heros to fight foe. In the beginning I just want to try a winged horse. Like I mentioned before, you can put wings on normal animals then they would become mythical creatures such as winged bull (Buraq), winged fox (Enfield), winged lion (Shedu) and so on.
However only the pegasus itself cannot complete the story. Therefore I put one small sword in the snow ground. The sword belongs to the hero who rides this pegasus. The sword can be a token of the hero meaning “Meet me here three days later.” Or it could be a distress call meaning “If you see this sword but not me, come and get me.” Thus, the pegasus is not just a portrait, it has its mission.
Digital sketch
Since the pegasus is white, I shift the background snowy forest color to daker gray blue. It is a little bit foggy, the sunlight is weakened but the shadow still appears. On the right side of this digital sketch, you can see that I put the color palette there. This helps me when I mix the actual oil paint.

Summary
At some point I made this pegasus too peach pink, I had to tone it down with more white and gray. 🤣
Adding wings to regular animals or human is easier to understand than squeezing three necks into one. Just remember the wings start from shoulder blades, not back rib, not spine, but the shoulder blades.

