So many things factor in to baby horses learning to jump, or really any essential life skill. First, the personality of the animal itself and how it was brought up. One who has innate confidence vs one who may be more of an introvert. If they were raised fairly but firmly by humans or were they spoiled and don’t think they need to behave. Were they brought along slowly and correctly to point x or were things left out and were they perhaps rushed a bit.
All young horses IMO should learn basic manners–tying, leading politely without force, loading and standing quietly on the trailer, how to longe at all gaits politely, etc. These basic skills establish trust and respect on the ground and then the same must be established under saddle. All of the above advice is good. Every horse is different and may require different timelines and schedules. Variety is key. Hacking out over trails with interesting terrain is a great way to build trust and confidence under saddle. Walking is my gait of choice for this. The horse also must learn when you ask it to move forward it must do so, whether into a trailer, over a log, through a puddle or over a jump. Never ask the question without the ability to ensure the answer is carried out. If you do not have the time to make sure the horse walks through the puddle (for example) then don’t take that on at that point. Do not overface, and do not back down. Too many times people bite off more than they or the horse can chew and then need to give up–this is a very negative learning experience. Always build up from tiny successes to bigger ones. Walk over the pole first, then the cavaletti, then the tiny jump. Quit when you are ahead. Small lessons go a long way. You can absolutely build bravery and confidence, but it is way easier to destroy it. Always let your horse know they can trust you and know you have built the skills and the relationship to have them answer the question you are asking. As someone on this forum said recently, learning to ride and learning to train are two very different things. You are always training–make sure you are training the behaviors you want. Take trailer loading as an example–it is such a seemingly simple thing to ask a horse to walk into a trailer. And yet there are so many horse people who don’t take the time to teach their animals this valuable safety feature and skill. Done correctly, and with appropriate practice, the horse will learn to walk on and stand calmly every time. This means putting them on and off ages before a trip needs to be taken for practice, letting them have dinner on the trailer, going for rides with a buddy, reinforcing the getting on if they develop an opinion that trailering is not fun (loud and scary to ride in the moving box). Same with jumping. Start tiny, set up many “wins”, make sure the animal has the basic fitness and strength, don’t progress more quickly than they are ready for, don’t do too much, and provide variety. Be prepared to answer the opinion (horse says maybe jumping is hard and I don’t feel like it today) question at some point also. This requires a gentle but firm forward ride over a small enough jump that the horse can jump almost from a standstill. The process with learning any new skill can take months to years–these are critical periods in which the guides holding your horse’s hand (riders, handlers, trainers) are so important in their knowledge, skill and empathy.