I took my colt to his first show at 5 months old. He did amazingly. I took him there alone, and yes he did talk his head off. He's a sociable little guy and loves talking to the other horses. If they wanna talk, there's nothing you can do to stop them. If they're in the ring, just give them a little tug on the chain to remind them of what's going on. Basically all they need to know is how to walk/trot in hand, and how to square up. You should also get them used to the show shank beforehand, because it's a new pressure on their face. My boy has no problem being away from his buddies, but if he did I would still haul him alone. Otherwise they'd be a mess in the ring trying to get back to his buddies by the trailer.
There on the tips of fair fresh flowers feedeth he; How joyous his neigh,
there in the midst of sacred pollen hidden, all hidden he; how joyous his neigh