So, yeah, you can now ride horses into battle in Skyrim. Mounted combat is coming to the game in the v1.6 patch, which is due out soon. However, Steam users can join in on the fun right now through the beta.
To get into the beta, all you have to do is go into Steam settings and check the beta participation section. You will then need to restart Steam, which will then notify you of beta updates for your games.
Bethesda notes that you should not overwrite your existing saves, and that you should back up your current saved games in the off chance they become corrupted. The only new feature is mounted combat; the patch mostly fixes bugs and other issues.