When they're born, they're called foal slippers.

https://horseyhooves.com/foal-slippers/

But just in general, horse hooves are amazing and so weird. It's literally if your middle finger was half your leg, and the nail was a huge wraparound thing. Then plus you grew extra keratin on your fingertip like a mega callus from birth. Because why not?

https://horsecareadvisor.com/horses-hooves-when-born/