The words whinny, Winnie sound the same but have different meanings and spellings. Why do whinny, Winnie sound the same even though they are completely different words?
The answer is simple: whinny, Winnie are homophones of the English language.
To neigh, as a horse, especially in a gentle tone.
To express in a whinny.
The sound made in whinnying; a neigh.
A diminutive of the male given name Winston.
A diminutive of the female given name Winifred.
Definitions from The American Heritage® Dictionary of the English Language, 4th Edition, from Wiktionary, Creative Commons Attribution/Share-Alike License and Wordnik.
Homophones (literally "same sound") are usually defined as words that share the same pronunciation, regardless of how they are spelled.
If they are spelled the same then they are also homographs (and homonyms); if they are spelled differently then they are also heterographs (literally "different writing").