Weanlings- young horses in general- learn best from their herdmates, and most of all, their mothers. They learn how to interact like a proper horse, and learn boundaries. I find that foals that are overly handled- i.e. kept away from a herd- or hand-raised- i.e. raised by a human, relatively little herd interaction- are extremely pushy and rude. I much prefer weanlings to interact with older horses and learn that they aren't God's Gift to the Earth, and that they can and will be pummled if they are too pushy and disrespectful. The best 'bonds' I've seen and experienced with horses are not created from coddling the horse, they're from mutual respect, with the human as the leader of the two. Establish a hierarchy and demand respect while showing it to your foal when they've earned it, and you're well on your way.