You hold R1 and point with the light beams with the right stick. The horse tripped me out at first too. You tap triangle to make him go forward then just steer. So once you get the general direction where you need to go you just find a way to get there. The first few are easy.
But this should help.
https://www.google.com/url?sa=t&sour...KSqmQnQx4mo-o_