Go into the Tutorial world. Turn left just prior to the Beacon, and head into the farm area, up a step or 2 and enter the horse's paddock/area. Walk up to the nearest horse and hit left trigger
to sit on its back. You'll get kicked off but keep getting back on the same horse until you see hearts appear over its head. Once that happens, you'll pop the achievement.
Thanks to Dynamite Andy for the extra info.