How do I get started with pony play? What am I supposed to do during pony play? These questions and their variants are the hardest questions for me to answer satisfactorily.
What makes these questions difficult to answer are not the myriad pieces of tack that can be used, or the various technical aspects that vary by discipline, those I can certainly list (and in my more inspired moments, I can even make suggestions as to what discipline might be most appealing based on the person's interests). Indeed, the entirety of this site is a list, of sorts, of these very things.
No, what makes this question difficult to answer (for me and my version of pony play at least) is the attitude of pony play - the interaction between pony and trainer. It is not what the pony wears or doesn't wear, nor what the pony does or is trained to do. It is not even the way in which the pony does it per se that is difficult to articulate, but rather it is the interaction between pony and trainer.
The pony-trainer interaction is different from the puppy-owner interaction (I use this example because I also enjoy puppy play on occasion, and I am both a bio-horse and bio-dog owner, so I will try to draw from my experience with these bio-animals to illustrate my point). A pony is more objectified and used for a purpose. This is not to say that ponies are completely objectified, certainly not: they are still loved and admired, but seemingly from a more distant perspective than companion animals such as dogs or cats.
Moreover, there is a more formal "tone" when interacting with a pony. When I interact with my bio-horses, I am loving, kind, affectionate, and playful, but in a subtly different way than I am with my dog. Interactions with a puppy are more casual than they are with a horse (I realize I am generalizing a little here, but it is difficult for me to articulate this point).
One of my suggestions for potential ponies and trainers, if they have not previously had the opportunity to do so, is to go to a bio-horse stable and take a riding lesson or two to get a feeling for the way in which riders and owners interact with their equines. It is not just about watching a horse move (though this is good too), but also the nuances of human-equine interaction. The interaction between human and bio-equine is one of the aspects that I directly incorporate into my pony play because it is one of the most appealing aspects of this fetish for me (that and the tack =) - I'm a show pony, but I'm also part fetish and bondage pony).
As a pony, I like to be cared for, but I especially enjoy the almost-arms-length affection given to a horse: the "pat my neck because I was I good boy" versus the "get down on all fours with me and wrestle" attitude more commonplace with dogs (the latter does appeal to me on occasion, which is why I am occasioanlly a puppy). The added layer of removal appeals to me because while I do want to be rewarded (i.e. I am not a footstool or automobile), I don't want to be lavished with affection and attention all the time (i.e. I enjoy some dehumanization/depersonalization).
I'm not sure if any of this makes sense (probably not). The point I'm trying to get across is difficult to articulate, but easy to grasp if you've had the chance interact with bio-equines and watch others do the same.
Ponyplay should be fun. For me part of the fun is this reserved attitude that trainers have with bio-equines, but if that does not sound appealing to you, that's completely fine. In that case, ignore my ramblings and just have fun playing pony the way you like to!