Now this is something I can get behind!
Mythology offers such great concepts, I'd personally love to see a voidborn champion based on the Hydra of Lerna.
Back to a Valkyrie champion though, a diver would be the obvious option, but we'd need to make sure there is no overlap with Hecarim.
I could definetly see a Skirmisher work aswell though.
I'm not the kind of guy who wants mobility on every champ, but it's basically required if the champ is riding a damn horse lol
Should the mount be present all game? Or should there be some form of form-swapping?
A mount/Dismount mechanic, perhaps on a basic ability? Somewhat similar to Rek'Sai's W?
Or should it be an ultimate?
I could see something similar to Sion's ultimate work, with the whole Move fast but with reduced turn speed.
Where Sion takes it into the extremes, a lesser speed up and lesser turn-speed-reduction could be really cool.
On second thought, Trading some turn speed for increased movementspeed could be a Really cool passive.
Other than that...
A simple, line skillshot stab that originates from the Valkyrie could be really cool, making it so when you just stab forward you basically have a very short range because your horse's head is in the way, so you want to run past people and driveby stab them as you're running past them.
Just some random thoughts. :P
Not a skin for a Grecko-Roman sun warrior 
classic knight/centaur
Heavy cavalry
Light cavalry
