Well.....as far as desesitizing...........as much things as you can think of.
I have had to ride past a fire engine before while road riding
and i have had a car back fire while i rode past
the more common things you can encounter and may want to desensitize the horse to ......
cyclists, not just plastic bags but black bags, tarpolin as well. Puddles, small children, and if you are able to pigs, ( some horses are terrified of pigs which can be a big hassle if you have to ride past a paddock of them ) and purhaps motorbikes.
And for road riding there are many car hazards to watch out for too.
for instance, a couple :
As some cars slow down they dont go around , they kind of putter along behind you before they descide to go past. This usually made my horse uneasy, wondering what the heck they were doing.....dunno about yours but keep that in mind.
Another is people that hoon past but go around you with pleanty of room, they usually arnt to bad as they are gone before the horse really does any thing, but reving engines as they eccalerate may make the horse react.
And be aware there are some bad drivers who wont even slow or go around, they just drive past like normal.
Which is why just being very aware of traffic flow and the amount of room for you to ride saftly on. Take note of places with heaps of space were you can get off the road and out of the way if something comes up.
Another suggestion is to drive or walk on foot the route you wish to start riding, look for hazzards like holes, safe areas and just get familiar with it then take your horse for a walk there after if its suitable.