Not really a surprise

Mental Health 

[Editor's warning: this is approximately 50x longer than my own attention span usually permits; if you get tired, experience irregular heartbeats or chest pains while reading, or currently have extraterrestrial parasites, please exercise caution in reading the following]

Paul Kugelman, aged 44, was a mildly successful personal trainer and life coach. What he loved most in the world was to arise early in the morning, before dawn, and to jog down empty streets and imagine that he was the only one in the entire suburb, or even the greater metropolitan area. His feet would go clop against the asphalt (he refused to ever run on a sidewalk; that was for pedestrians, and he was a jogger) and in the cooler months, the steam of his breath would shoot from his nostrils and Paul would be very close to perfect contentment.

The rest of his life was far from unpleasant, and suffered only in comparison to his morning jogs. He rarely thought about any of it; it held no particular interest for him. At work, as at home, he was courteously absent, perhaps preoccupied with some thought the world was unable to read.

The thought was, in fact, this: Paul Kugelman had decided to become a horse.

This idea had snuck up on him, but once he took a close look at it, he realized it had been a long time coming. The jogs he loved so much were really just his inner horse emerging from the captivity it so often felt. Becoming a horse would free him, liberate him beyond the power of any of the advice he gave his clients.

He had been aware of the sacrifices it would cost him. He had studied it out, long ago when he was only contemplating the transformation, had gone so far as to leave the confines of his own mind and had asked inscrutably vague questions of people he considered wise, spinning counterfactual situations upwards until they (the supposedly wise) invariably looked at him in the way one regards the mentally unwell, with pity mixed with revulsion, and he was forced to return the question to his own inner mental workshop. He could not bring himself to ask them about the specific case which presented itself to him, knowing full well that this would bring their judgments of his sanity further away from the gentle distancing and towards well-meaning phone calls to social services and other such institutions.

Paul is not the protagonist of this story, but he does re-enter it later, in a way which is quite unexpected and terrifically convenient.