Training

"When he is at his oats (at a good distance from him) a little powder may be fired, and so to near him by degrees. So may a pistol be fixed some distance off, and so nearer: in like manner a drumme or trumpet may be used. The Groom may sometime dresse him in armour, and he may be used (now and then) to eat his oats from the drumme head. It will be very usefull sometime to cause a musketier to stand at a convenient distance, and bot of you give fire upon the other, and thereupon to ride up close to him: also to ride him against a compleat armour, so set upon a stake, that he may overthrow it, and trample it under his feet: that so (and by such other means) your horse (finding that he receiveth no hurt) may become bold to approach any object."

John Cruso,'Militarie Instructions for the Cavallerie', 1632

A lot of time is spent getting the horses used to the sights and sounds of the battlefield, very much in the way described above, and as a general rule they seem to thoroughly enjoy themselves.