Most actually aren't that used to light people--although the saddles are usually light, most of the exercise riders are heavier then the jockeys. And race weight for a jockey is 115.
I've ridden FRESH OTTB (picked them up at the beginning of the week, rode them at the end of it), and though most of them were sweethearts, the problem they all seemed to have was this: cantering! Lol When you ask her to canter for the first couple of times, make sure its in a small area. If they've been trained to race, canter usually means run... and run for a while!
Really reinforce your stop, back up, and mounting (most racehorses don't have jockeys mount on the side... people throw them up onto the saddle). Do a lot of work in the trot, and get them used to bending, but don't try to cram them into a frame too early (most OTTBs evade the bit and travel behind the vertical because of this). And then take the canter slow, only asking for a canter as long as the horse can keep it controlled.