Rocinante is the name of Don Quixote's horse, in the novel Don Quixote by Miguel de Cervantes Saavedra.
Rocín means "nag" (a low-grade horse). The Spanish word ante means "before" or "previuosly", and as the narration of the novel states at the beginning of the book, when Don Quixote thinks of a name to give to his steed in order to set out on his adventures, he chooses Rocinante to establish it as no longer being a nag.
Rocinante is also the name John Steinbeck gives to the modified camper truck in which he travelled the country in his book Travels With Charley, and the ship in the two part mini-saga 'Cygnus X-1' by Canadian Progessive Rock band Rush.