Death (Discworld)
Death has appeared in every Discworld novel, with the exception of "The Wee Free Men" and "Snuff", and had a possible cameo at the end of "Johnny and the Dead" (the character was not identified, but spoke in unquoted small caps). The Discworld books with Death as a leading character, starting with "Mort" in 1987, are:
Death (Discworld)
Binky is Death's steed, named so by Death because it is "a nice name". He is a living horse; Death tried a skeletal steed, but kept having to "stop and wire bits back on". Death also tried a fiery steed, but it repeatedly set his barn and his robe on fire.