Lots of maps
I saw a story about a man who rode from coast to coast. From what I remember he gave up on keeping the horses shod and went to hoof boots. Unless you can shoe your own horses I'd for sure get some boots.
He stayed on secondary roads of course and had 2 horses one to ride and one pack. He mentioned that water was the hardest thing to come by. He watched for ponds and windmills along the way for watering his horses. He packed only food that his horse and he could eat. So he ate mostly grains and beans and such. I wish I could remember more, sorry.
It sounds like a great thing to attempt, If I was younger I would give it a try. Unfortunately you do have to stay on the roads so good detail maps of county roads to plan your trip is a must.
I know my horses at an average go about 2-4 miles an hour. That should give you some idea of how long it will take.
You will want to get whatever horses you plan to use in shape for that sort of travel. I know we start ours out in the spring doing just a few miles a day working our way up till they are back in shape for long rides. You don't want to just grab a horse and take off, they need to be in shape too. Its not like in the days before cars when most horses were used to long distance travel. Todays horses spend more time standing than walking.