In "A Blessing" by James Wright, why does the speaker feel fond of one of the ponies ?

Although it's clear that the speaker of the poem admires both ponies, he's especially fond of one of them:

"I would like to hold the slenderer one in my arms,

For she has walked over to me

And nuzzled my left hand."

As you can see, his exceptional admiration of this particular pony is because she has broken free from her shyness and has come right over to the speaker to gently touch his hand.

It's a gesture that touches the speaker deeply, inspiring him to reciprocate the touch ("caress her long ear") and to bring the poem to its poignant conclusion: the realization that the speaker is so ecstatic and so connected to nature at that moment that he could break free from his own body and "blossom" like a flower.

You might even say that the speaker's interaction with this particular pony, in fact, elevated the speaker's experience into something worth writing a poem about! The experience with this female pony in particular adds depth and content to the "story" of the poem. If she and the speaker hadn't come into physical contact with each other, then the speaker may not have reached his epiphany at the end. And the interaction with the female pony also helps us realize the extent to which the speaker is ascribing human-like qualities to the ponies: he compares the delicate skin on the pony's ear to that on a human girl's wrist, a more physical comparison as opposed to his earlier musings when he assigns human emotions to the ponies: loneliness, gladness, welcoming, and happiness.