There are several nutritional differences between legume and grass hays.
In the United States, legume hays typically include alfalfa and clover. Grass hays include many varieties of grasses and can encompass the grain (oat) hays.
One of the most significant differences between legume and grass hays is protein content. On average, legume hays will contain much higher levels of protein, sometimes in excess of 15%, and grass hays typically will contain 10% protein or less. The extra protein in legume hays is not dangerous to horses. In fact, they can utilize protein for energy.
The downside of this surplus protein is that nitrogen, a by-product of protein digestion, must be eliminated from the body.
Horses will drink more water and urinate more frequently when given excess protein.