You start with one horse, some horse feed, some tack for your horse and 15000 coins. When you join, you are a level 1 player with 0 experience points.
The fastest way to advance levels is to go to your stable and enter your horse in many shows.
For each show you enter (as a rider) you get at least 370 experience points depending on a number of events, the more events, more xp you get. To advance to level 2, you need 1000 experience points.