I would say the most common mistake i’ve observed with new riders is they don’t ride the horse! They dismount and engage enemies on foot. Please stay on the horse. You can now outrun anything (be careful of boss rhinos, they can run fast, too.) Once you’ve ridden enough to have acquired muscle memory, you will have the confidence to ride into any battle.
On the back of a properly levelled horse, you do more damage, can’t be knocked down, stun-locked, or slowed down. You can dodge faster and farther. You will take more damage than the horse, but can literally run circles around your enemies while you heal and/or regen stam. Just keep an eye on the horse stam bar, and be patient with yourself. Happy Conaning!