Well, it's hard to say for sure. There could be names like 'The Endless Adventure' or 'The Perpetual Storyline'. Different authors or works might give it various names to convey the idea of never-endingness.
The name of a horse in 'The Neverending Story' might be a symbol. It could symbolize a certain concept or value in the story's world. For instance, a horse named 'Hope' could be a source of inspiration for the characters. Or it could be a way to connect with the magical elements of the story. A name like 'Starlight' might suggest a connection to the otherworldly or celestial aspects of the Neverending Story.