Wife been bugging me to ask someone about and I have never heard of it.
She's talking about some animated movie with a unipeg (or winged unicorn) that grew up in a Pegasus group or family and is kind of an outcast. There's this human girl or princess that befriends the unipeg but can also hear its thoughts. Anyway, the girl has to choose a spirit animal at some point, but none of the spirit animals will befriend her, so she makes the unipeg her spirit animal.
I'm guessing she saw this as a kid so early 90s. Google has found me nothing (it's not Unico or The Last Unicorn).