Wendigos are ancient spirits of malice which are found in various places throughout the world. They are equine embodiments of cold and ice which sow disharmony everywhere they go. Notably, they factor into the story of the founding of Equestria (as told in the show), as well as the nearly-parallel story of the unification of Rohbredden.
They appear to lack all but basic predatorial intelligence. Verlax had somehow found a way to control them, apparently over some kind of psychic link, but this link was broken upon Verlax's death, which caused a Wendigo rampage over most of the Rohbredden continent.