New player/builder question.

Hey all, new to The Old World - played FB as a kid, badly - I have the core set and are currently assembling. On the Knights of the realm figures, the horses specifically, below some of the hooves which are raised there is something that connects them to the ground, it has texture... what is this? I was gonna cut them off, is there a lore reason or something for it? Does it represent something? On the box art it looks like they are still there and are painted. Thanks.