When I first met Fancy she had just turned 4 a few days prior. She was sold as a great trail horse that would do anything. The barn we stabled at actually bought her on this premise. She of course, was not such a good trail horse. She was very stubborn, still can be, and I ended up being the only person who would ride her. In the beginning she would not even follow other horses on the trail. Within a year, she was the leader on ALL trail rides.
My method may not be the best or the wising or even the smartest. My method was to take her out on trails with just the two of us. By doing this she learned to trust me and learned to love the trails. In the early days she did spook really bad, near the arena, and I came off. My wife saw her standing in the woods with no rider, I was laying on the ground at her feet. I got up and took her to the arena and I saw a side of her I had never seen, I was fixing her bridle and she acted as if I was going to knock the $%#@ out of her. So I learned that IF she was a great trail horse in the past that it was shear brute force.
Today she loves to explore new places. Sometimes when we go out I just let her choose her way and my expectation is she will choose her way back to the barn, however, it is quite common that she will not choose to go home and will actually choose to go somewhere she has never been.
So now I am doing the same with Eros, our 3 year old gelding who was at school about a year ago to get saddle trained. I now take him out for solo rides. A few months ago he would be talking up a storm to the other horses as I would lead him away to get tacked up. Yesterday, not a peep. At this stage, I do not go far so if something happens the search party shouldn't have a hard time finding me. With him I ALWAYS wear a helmet. He does do a major test to see if I am really the leader of us and once I past the test, he will not challenge again. The solo rides is trail riding and time spent in the arena. He is actually more head strong in the arena than on the trails.
IN my opinion, these little adventures builds a horses confidence. They learn to trust you and not the other horses they are following. Yesterday, because I had an appointment, my ride was only an hour but Eros was so good, I could have stayed out much longer. With other horses on the trails, Eros will lead some, but not always, someday, he will be capable of leading all the time.
With Fancy, there was a day we were out on the trail and we were in the middle of the pack. The lead that day came across a huge spider web and would go no further (the person wouldn't go, the horse could have cared less!) No one would go on, and I knew Fancy would, so I led her past all the other horses and on through the web. This was the first time she led a trail ride and she has led ever since! She can still be stubborn though, but in the end will do whatever I ask of her.