This list of mythical creatures that begin with this letter and I am constantly gathering information from each continent, and is continually being updated.
Sleipnir (Norse)
In Norse mythology, Sleipnir is an eight-legged horse ridden by Odin. Sleipnir is attested in the Poetic Edda, compiled in the 13th century from earlier traditional sources, and the Prose Edda, written in the 13th century by Snorri Sturluson.
In both sources, Sleipnir is Odin's steed, is the child of Loki and Svaðilfari, is described as the best of all horses, and is sometimes ridden to the location of Hel. The Prose Edda contains extended information regarding the circumstances of Sleipnir's birth, and details that he is grey in color.