Heh, a little unicorn - very cute!
My gelding was very much at the 'bottom' of the herd in his previous home and was always picked on. I was also told that he had been grazed with pigs, goats etc in the past with no trouble. But once I let them in together he started chasing her off and then began doing double barrelled kicks at her, I think he enjoyed being able to be the boss for once! I separated them straight away and now sure there is always electric tape between them.
As Ponderosa said even playing could easily injure a mini, your mare might not mean to hurt him but its still a risk.
I'm sure he will love all of the attention from your daughter though especially if he has been a bit neglected in the past.
I don't have a dry lot and rotate her around with my gelding so I just mow the grass right down before shifting her and try to lunge her at least a few times per week. Grazing muzzles are also great to give them time in larger areas to stretch the legs.
My mini came with a saddle and bridle which I took but wont ever use, especially the bridle! Apparantly they used to let their 8 year old son ride her but he stopped when she bucked him off. He would have been way too heavy for her.
And they are definitely addictive - I would love to get another but we just don't have the space!