Shaggy ponies maybe, tho the Norsemen had doubled coated sheep they used both for clothing and ropes, meat and milk, the original hair shirts. Those would make sense in the game and would be great for clothing and other resources,
Frankly life is way less complicated when one does not bother with the taming of animals in this game. They die so stupidly, note above sitting in fire. Then there are the drake and now bat attacks. Total waste of time. Tho the wolf meat might be slightly worth it. Maybe.