It is not explained what kind of being Nahar was, though he was clearly far more than a simple horse (at the very least, Nahar seems to have been as immortal as his master Oromë). We might compare Nahar with Oromë's Hound, Huan, who could understand speech (and indeed speak himself at times). Whether the same was true of Nahar is unclear, but he did have some remarkable abilities (not least the power cross the Great Sea from Aman to Middle-earth without apparent difficulty). Nahar might just conceivably have been a Maia of some kind, or at least to have possessed some kind of inner spirit that made him a suitable steed for one of the Valar.
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