I want to try riding a horse.

Literal

I [topic-は] horse [on-に] ride-[try-てみる]-want.

乗る ('to ride, board') takes its vehicle with に (not を). ~てみる ('try doing') + ~たい ('want to') = 'want to try doing.' 馬に乗る ('ride a horse') is a set phrase using the vehicle-に pattern.