Starting Jumping
The very first thing to do before you start to jump, is to be confident and competent in flat riding - allowing your horse to respond to both your seat and leg aids. Only after this, can you start with your flat work. Exercises that will help are with cavalletti, and trot poles. Do a lot of flat work, allowing the muscles of your horse to develop and become flexible. Flat work is essential for good preparation for your horse and for you!
When you begin jumping, it is very important to have an instructor who is experienced in this field. He or she will be able to give you and your horse exercises to do between lessons and he/she may even want to take your horse over the first jumps before you try. Some instructors will teach you to jump on an experienced horse before putting you and your horse together. If you get this opportunity, take it!It really is a good investment to get a good instuctor.
There are a lot of great books around about how far to place your cavelletti, how to approach jumps, how to read the horse, when to give freedom of movement to your horse. These are great in conjunction with an instructor to reinforce your lessons and get a better perspective.
Your instructor will also show you to jump progressively higher, in a SAFE manner, inspiring confidence - not fear. Then it is practice, practice and more practice. Remember to finish on a good note so your horse doesnt sour (or you!). Dont push a lesson on just for the sake of it - learn when to stop. Allow your horse time between lessons for its muscles to recover. Always keep your patience.
Good luck!