Based on "Happiness with the shape of a cat" written by Famous Japanese writer Otsuichi (Aka 乙一)

Dan was a depressed pony. His life was quiet and eventful, and he hates to socialize. He would rather to be alone. One day he moved into a new house, and soon he found out that it was haunted.

It's those kind of sad stories that makes you "D'awww" at the end.