Before you start, it's ideal to have a plan of what you want to train. The first few behaviors become 'default' behaviors later on when the horse starts offering behaviors, so it's important that you start with calm desirable behaviors, not rowdy ones. Also choose behaviors that you can use to start building other behaviors from and are helpful in horse management.
Some good ones to start with:
food Zen (no mugging):
front foot targeting:
When first beginning, you want to keep training sessions short, say 40 repetitions. Train in batches of 10, then give your horse a one minute break between each to think about what he just learned.
With practice and success, you can increase the number of repetitions as needed in a training session. When shaping a behavior, you may want to do all 40 repetions in a row , especially if he is "in the game" and working towards your desired behavior rapidly.