Getting them nice and bendy, not stiff. Both under saddle and on the ground. So working on poll flexes, getting them to stretch down. Short sessions with one goal in mind, really helps the horse to focus. Then when you start building up on what you do, like adding some trotting work in, then have a couple of goals to reach.
But think of it as playing with legos. You start with a few blocks which come together to build the foundation, and keep building and building up blocks until you have a house, then you use more blocks to add in details like the window sills, and the roof, and the chimney.
For the first month, do not trot or canter, or do so sparingly. It is very tough on the horses joints. Walk, walk and more walk is in order to condition the whole horse, not just the lungs and heart.
If you had been sitting on a couch for a few months would you hop up and start jogging? Think about it as if it were you getting in shape, you're going to need to walk for longer and longer periods of time before you can start jogging or running.