Other forms: high horses
If your sister tells you to "get off your high horse," she means that you're acting snobby or self-righteous, and she wants you to cut it out.
You'll know if someone is on his high horse, because he will behave as though he's superior to everyone around him, almost like a haughty king riding his horse past his lowly subjects. In fact, this is most likely where the saying comes from: medieval landowners and soldiers were known to ride large horses to emphasize their power and superiority over their subjects. The phrase high horse grew to mean "pompous or self-righteous" from there.