[Suggestion] Other types of World Resources

That isn't a bad idea.  Maybe have a couple of other creatures that you could potential use as mounts besides horses.  You could make them a bit rarer on the map so that horses would be the staple and also should be the first and easiest to research. 

After you acquire the knowledge to tame and ride horses you would need further research to tame and ride more exotic and powerful beasts that could have improved or balanced but different stats when compared to horses.

Gryphons, bears, giant wolves, giant insects, dragons(though I expect to do this correctly they would be extremely over-powered.)  I'm diggin' on some bear riders bowling through enemy formations.

It would be cool to be able to summon magical creatures as mounts.  The sovereign could cast a spell to change a tile on the map into a herd of these other worldly creatures or transmute a herd of horses into the new herd.  It could be researched through the magic tree, and maybe limited to one 'extra planar' mount per faction.  We could have dread steeds, fire grizzlies, crystal taloned raptors of the ice plane.  The mounts could also change the attack type of the unit its respective element.

But i agree bear cavalry would be awesome.  Although the arms race can be pretty devastating.

Summoning or hunting on other types of mounts looks good Bear cavalery? Try cathing and breeding those numbers of bears. But for exampel it will be nic to watch an army leaded by king on a dragon and a few generals on unicorns and lizards, riding around their troops on normal mounts

We can have a units with difrents types of helmets, so why we cant gave them a mount of our choise

I'm looking at alternate cavalry like a map resource, you have to put a building on it and it produces 1 unit per turn and military units cost x amount to build.

I could see bears being slower than horses but being tougher and giving a damage bonus, maybe a negative moral modifier to enemies.

Having three or four alternates to horses would be cool, you could have standard horse mounts whose strength could be a greater variety of weapons available while mounted due to the easy of riding them.  Then you have a slow tough mount(such as bears), maybe a really fast mount, a high damage, low durability mount, and a high maneuverability mount (i.e. flying).  They could all be balanced by cost and their different advantages/disadvantages.

If nothing else I am interested in modding this in myself; I'm having a flood of ideas about this.

 Maybe you can morph the horses into unicorns via magic, or tame wild bears. As long as there are graphiical assets it should be easy to mod however you want, and graphical assest can always be made, so one day there will be bear avalry.