How can I salvage my Zelda game?

I just got the Zelda Wii game for Christmas. Today I got to the part in the game where I left my horse at the entrance to the cave. I then killed all of those monsters and found the small key. Once I entered that area that the key opened I saved my game. Then i took some lantern oil from that parrot vendor. I didn't pay for it because I didn't know how to, and he then killed me. I figured I was OK because I had saved. When the game reloaded, I was in that area where my horse had jumped the gate to get into the whole Faron Woods area. So then I went back to my house in Ordon to get my horse--and she was gone!! So now I'm stuck on the wrong side of the gate from my horse and I don't know how to fix this problem without starting a new game. HELP!