Non-canon warning: This article or section contains non-canonical information that is not considered to be an official part of the Legend of Zelda series and should not be considered part of the overall storyline.
Storm is a character from the Legend of Zelda comics by Valiant. A large white horse, Storm belongs to Princess Zelda. When Zelda reaches the conclusion that she must leave Hyrule and move to the far away island of Hyron to prevent Ganon from obtaining the Triforce of Wisdom, she takes Storm with her. On the way to the 5th Palace of Hyrule, however, Zelda is attacked by a group of Daira, and Storm gets spooked by a Deeler. Despite this, Link comes to the rescue just in time, saving Zelda and Storm from danger.
Non-canon warning: Non-canonical information ends here.
Theory[]
Theory warning: This section contains theoretical information based on the research of one or several other users. It has not been officially verified by Nintendo and its factual accuracy is disputed.
Despite Storm being non-canon to the main series, it is depicted as a White Horse which according to the Hyrule Compendium in The Legend of Zelda: Breath of the Wild are ridden by members of the Royal Family of Hyrule as a symbol of their divine right to rule Hyrule based upon the belief they are descended from the Goddess Hylia. Princess Zelda owns a male White Horse as seen in three of Link's Recovered Memories and also rides a White Horse with Impa in Ocarina of Time when fleeing from Ganondorf riding his black Gerudo stallion. Given Storm comic book appearance predates them both presumably it may have been the inspiration for the White Horses ridden by Princess Zelda in both Ocarina of Time and Breath of the Wild. Regardless the comics depiction of Storm retroactively matches the main series concept of White Horses being ridden by Hyrulean Royalty.
Theory warning: Theories end here.