We have 4 Rocky mountain horses
they are a wonderful breed.
In answer to your questions
Yes they can jump if trained to do so
Yes they pop out of their moms with the ability to gait. It is usually refined in the training process
I've never seen one trained out of it, they can canter trot and gallop just like any horse. They just have an extra gait.
They are very easy to train, willing and intelligent. Your lucky stars must have been shining on you when they drew that ticket. Congratulations on a great win!
Check out the registry's web site, they have lots of information too. Rocky Mountain Horse Association, Rocky Mountain Horse, RM Horse Magazine