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All I can recomend is checking your mouse seettings (and seeing if its too sensitive or not sensitive enough).
If you use the arrow keys to control attack direction, then being on horse is a bit diffrent since your mouse handles it. It takes practice but you can get used to it (it means you can switch sides you attack from at the last min, but you can also do the same by accident). If using a lance then press X to brace it and DO NOT press mouse button when you attack (just ride the lance into them).
Spear on horse is pretty hard, since you need good aim and exact timing. I started out using 2H weapons on horseback since they have a wide reach and are more forgiving on timing due to that. That gave me some confidence (I used this setup in campaign so got a ton of practice with it). With the nappy edition I find myself being able to cut down infantry pretty well with the shorter blades (ride close and let the blade be in slicing motion as you pass).
Best thing to to do is Host a multi game, put in some bots (not to many, 8 or so per team is nice, even less at first) pick cav and play a few rounds. The bots will often be distracted (archers in particular) so you will get plenty of chances to strike directly at them. Live humans are much harder (they aim for your horses head and use spears if they have them thus outranging you), but practice against those bots will be golden down the road. I use Arena map becouse its nice and tight and pretty much none stop action.
On horse you can dodge bots (cavalry wont really chase you), so you can target those archers for easier kills while you get the hang of it.
With horses, it takes time. I started playing when it first came out, but it took me weeks to become anything near slightly proficient with a lance. I recommend trying both 1st and 3rd person views. 1st person will allow you to see directly where the lance tip is aiming - but 3rd person allows more peripheral vision.
I haven't been playing too much, so progress is slow, but I have found that using one handed slashing weapons is easier as Lord Xia pointed out.
I switched from the tutorials to some battles and it is quit a feeling being in the middle of all that fighting.
I usually get killed from behind or by an arrow. Without someone watching your back it's difficult to keep track of what's around you.