[quote=@Archangel89]
Well anthropology was really just a suggestion, the point being that he a studious. The idea of being tricked intrigues me, maybe trying to reach Legba but got Samdei or something of the like
[/quote]

Studious is good, we need a more grounded character.

Below is possible a TL;DR of some stuff I think might help you:

[hider=mounted basic wikipedia]
"In a ritual the Loa are summoned by the Houngan (Priest), Mambo (Priestess), or Bokor (Sorcerers) to take part in the service, receive offerings, and grant requests. The loa arrive in the peristyle (ritual space) by mounting (possessing) a horse (ritualist) - who is said to be "ridden". This can be quite a violent occurrence as the participant can flail about or convulse before falling to the ground,[4] but some loa, such as Ayizan, will mount their "horses" very quietly.

Certain loa display very distinctive behaviour by which they can be recognized, specific phrases, and specific actions. As soon as a loa is recognized, the symbols appropriate to them will be given to them. For example, Erzulie Freda will be given a mirror and a comb, fine cloth or jewelry; Legba will be given his cane, straw hat, and pipe; Baron Samedi will be given his top hat, sunglasses, and a cigar.

Once the loa have arrived, fed, been served, and possibly given help or advice, they leave the peristyle. Certain loa can become obstinate, for example the Ghede are notorious for wanting just one more smoke, or one more drink, but it is the job of the Houngan or Mambo to keep the spirits in line while ensuring they are adequately provided for."[/hider]

[hider=documentary WAY long]
You can skim it, I was more trying to provide imagery.
[url=https://www.youtube.com/watch?v=3bLJqMANCI0]Mounted by the Gods[/url]
[/hider]

There are a ton of loa and each one will have their own calling card. Your character may all of sudden LOVE rum and spicy peppers. Stuff like that. When someone is mounted it is assumed that the person they were is gone and unable to control the body, the body belongs to the Loa.

Voodoo* ceremonies are usually outside. There are drums and dancing and everyone participates. Animal sacrifice is exceedingly common to give the Loa energy to attend. This is when people are often mounted.

You could make your character a Houngan or Mambo, but this would require your character to be extremely involved in the religion and catering to a community as a religious leader. You could just be someone who was integrated into the community, possibly for research?, and got tricked into becoming a mount. There are a lot of ways you could do this. Maybe your character accidentally/purposefully steal from the offerings of a specific loa and draw unwanted attention to themselves. Maybe you pissed off the Hougan or Mambo?

It is likely your character would have acquired the mount in Haiti or New Orleans. If you want any info for character creation in New Orleans I'm your girl! Haiti I'm a little less familiar with but zombies are more prevalent in Haitian culture, and who doesn't like zombies? 

* to clarify voodoo is New Orleans; Vodou is Haiti. I'm going to use voodoo as a catch all, cause it is easier.