Sleipnir is Odin's eight-legged horse in Norse mythology. It was born from a union of Loki in the form of a mare and the horse Svadilfari, as a means of delaying the builder of the walls of Asgard from completing them on time, which would allow them to take the goddess Freya for themself. After causing Svadilfari to run off into the woods, Loki gave birth to the gray, eight-legged foal some time later. Sleipnir was described as being the best horse among the Aesir and men.
"The steed of Odin in Norse mythology. He has eight legs and can fly through the sky as well as travel underwater. He was also not infrequently depicted as a centaur. His name means "gliding smoothly." Long ago, the gods promised the giants that if the giants could rebuild the walls of the god's fortress of Asgard within an agreed-upon time, the giants would receive the goddess Freya. The giants used the magical horse Svadilfari to complete their task on time. Loki changed himself into a mare and seduced Svadilfari. Thus was Sleipnir born."
—Shin Megami Tensei IMAGINE Compendium
Sleipnir can be encountered within Shibuya's Celu Tower instances, appearing alongside Odin in silver's boss room. There are two mountable variations within game-- one normal and one with increased resistances and a feature boosting its natural speed.
"Odin's eight-legged horse of Norse lore. Its father was Svadilfari and its mother was Loki, in the guise of a female horse. It is also used as a symbol of the gallows."
—Shin Megami Tensei IV Apocalypse compendium
Sleipnir can be encountered in the main temple of Tsukiji Konganji. It can teach Nanashi the Me Patra, Mahamaon, Samarecarm and Dekunda skills through its Demon Whisper. Sleipnir benefits from learning Light, healing and support skills.
"Odin's eight-legged horse of Norse lore. Not only can it run at incredible speeds but it can also fly and ferry the dead to the heavens. Its father was Svadilfari and its mother was Loki in the guise of a female horse, given to Odin as a gift. It is also used as a symbol of the gallows. The tree from which Odin himself hug in the underworld to retrieve the Runes, was also called Sleipnir."