These stories were passed down word of mouth, so you'd have to expect that by the time Pegasus had wings it'd passed through a number of people. Further, you ha

These stories were passed down word of mouth, so you'd have to expect that by the time Pegasus had wings it'd passed through a number of people. Further, you have to understand these people had a basic understanding of the world around them. It's not inconceivable that they saw these types of things without the opportunity to investigate further. So whatever they think they saw is what becomes fact. Pegasus could come from some dude that was looking at a horse coming over the horizon and thought for sure that thing had wings. Told some buddies about this crazy horse over some wine, and before you know it the Pegasus is a real thing you ask for when you're 16.