Another game my less focused lesson kids really enjoy is "Mrs. Horse" (a variation on "Mr. Fox", if you've ever played that).
Basically, you set up some obstacles that the child can maneuver without a whole lot of help. Then, the child, on the horse, is placed on one side of the obstacles and you go to the other side. Then, the child yells to you "Mrs. Horse, Mrs. Horse, what time is it?" and you said "Time to __do an obstacle of two___" ("go three circles around the purple bucket, back up 2 steps, and trot over the log" is an example).
Then, the child completes those and stops by the last thing he/she did. Then, they yell to you again "Mrs. Horse, Mrs. Horse, etc" and you keep telling that it's time to do something.
The "goal" is for the child to slowly be making their way closer and closer to you (I like to send them back to the beginning a couple of times, just to be mean
Then, once the child has stopped within 10 or so feet of you, and asks what time it is, you yell "FEEDING TIME!!!" and start "chasing" the child and horse. Since the kids I play this game with are just walking, I walk after them, but your job is to catch and "eat" the horse (aka, tag the horse).
My lesson kids seem to think that's the funnest game ever. If you have two people on horseback, they can take turns being Mrs. Horse which makes it even more fun!