To be honest, at less than a year old I wouldn't do too much with him - by all means teach him to lead, stand quietly, introduce him to being groomed (start off with your hands first) and handled, but I'd focus on just leting him just be a horse in a field with his herd and learn off his natural equine behaviour off the other members herd.

Doing too much too young (either physically or mentally) isn't healthy for them and IMHO, is where difficult behaviour often stems from.