Etymology of the name
Although only known from Roman contexts, the name Epona is from the Celtic language Gaulish; it is derived from epos, horse or epa, mare (compare Latin equus, Greek hippo) together with the -on- frequently, but not exclusively, found in theonyms (for example Sirona, Matronae), and the usual Gaulish feminine singular -a. (Delmarre, 2003 pp.163-164).
Evidence for Epona
Although the name is in origin Gaulish, dedicatory inscriptions to Epona are in Latin or, rarely, Greek and were made not only by Celts but also Germans, Romans and other inhabitants of the Roman Empire. Her feast day was December 18 as shown by a rustic calendar from Guidizzolo, Italy (Vaillant, 1951). According to the French historian Benoît (1950), she was also a psychopomp, accompanying souls to the land of the dead, although this interpretation is disputed.
The cult of Epona was spread over much of the Roman Empire by the auxiliary cavalry, alae, especially the Imperial Horse Guard or equites singulares augustii recruited from Gaul, Lower Germany, and Pannonia. A series of their dedications to Epona and other Celtic, Roman and German deities was found in Rome, at the Lateran (Spiedel, 1994).
Sculptures of Epona fall into two types. In the Equestrian type, common in Gaul, she is depicted sitting side-saddle on a horse or (rarely) laying on one; in the Imperial type (more common outside Gaul) she sits on a throne flanked by two or more horses or foals (Nantonos, 2004).
Epona is mentioned in The Golden Ass by Apuleius and the Satires by Juvenal.
The giant chalk horse carved into the hill at Uffington, in what is now southern England, is believed by some to be associated with her, although the probable date of ca. 1400 BCE makes this unlikely.
Note that in The Legend of Zelda series, the name of Link's horse in the games "Ocarina of Time" and "Majora's Mask" was Epona.