We start by bringing the horse into a small indoor arena. This confines the horse in way that is understandable him. Starting inside four solid walls minimizes distractions and makes it easier to get the horse's attention, especially in the beginning lessons. You start by turning the horse loose and letting it trot, run, and play. He is completely free to go anywhere he wants to in the confined area.
Horses tend to play by practicing their various means of defense.
They run and escape. They kick out at imaginary predators. And its first time in the arena, the horse is going to want to check everything out. In the beginning, you do not direct where the horse goes, you just follow it around. Imagine a line from the horse's shoulder out to where you are.