I had that problem once but the thing is you can't make one you have to a dudgeon and loot a saddle.
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press on the horse with a right click then you can put on armor and saddle on a horse
tame it by right clicking on a empty space in the inventory it takes a few trys to get the horse
You need to have a saddle on it. Then, you will be able to steer it as you steer your player.
Three leather
you need lots of wheat and a horse. put the horse in a shack or a hut or things like that. each day, feed the horse wheat. when he is a adult, make a saddle and right click on the horse's back. right click on the saddle to get on. w a s d to move the horse. (you can actually control horses. it is not like pigs)