I'm a bit opposite of everyone else. When I buy a new horse, or get a horse in for training, the work starts that day. The horse finds calmness and stability through solid leadership. As soon as that horse comes in, there aren't any excuses.
When that horse gets turned out, there aren't any excuses with the herd. A well mannered horse is accepted quickly into the herd, however a flighty, nervous, or pushy horse (usually what I get in) does not get any slack just because they are new. Be fair with him, but be firm. Don't be a pushover at all just because he is new, he is testing you right now to see if you have what it takes to be his leader, he will not understand your sympathy just because he is in a new place. The first thing a horse does in a new place is test the pecking order.
I refuse to accept any horse with less than desirable behavior to just "be that way". Breed influences certain characteristics, but every horse is capable of achieving calmness and relaxation. I have gotten in many looky, unnattentive horses that their owners just accepted "thats how they are". I have yet to meet one that is really that way, they are just looking over their own back because they don't trust the person (the lead horse) to do it for them. Once they are offered this leadership, the horse quickly finds calmness and the ability to focus and trust.
So, think of all of the things that you want your horse to be, apply it to yourself x10, and that is the type of leader that your horse wants. You have to be calm, attentive, open to new things, but not highly reactive. Work with reason in your mind, but firm in your decisions.
Remember, nothing with a horse is out of nowhere, they give you all of the signs, you just have to know how to read them.
By the way, I love the name Skittles!