There is plenty of places where you can take lessons and hire horses.
Best examples are: Hotel Dos Mares, right on the beach, where Angel and Christina will offer you a Horse Adventure in Andalusia;  Camping Paloma, where you can also camp comfortably and close to nature; Hotel Ensenada/UCPA, a windsurfer's paradise; Cortijo Las Piñas, a traditional Andalusian 'cortijo'.
Last but not least Aky Oaky includes Horse Adventure into its many programs.

There are so many trails that it's hard to recommend any in particular, better ask directly to locals or just wander around.

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