A cased folding knife with a locking blade is a good choice. This allows you to remove or add clothing to suit weather conditions. Avoid loose clothing, which may catch on the saddle horn or branches. Try to use wool or moisture-wicking synthetics for your comfort and safety. A slicker should be carried on your saddle horse.
Weather changes rapidly in the mountains.
Accustom your horse to your putting on a slicker. A warm jacket should be carried even in warm weather. The nylon rain chaps worn by hikers are handy because they can be rolled up and kept in the saddlebag when not being used. Remember , don't wait until you are wet to put on rain gear. Wear some type of boot with a riding heel.